def gramians(self):
A = self.fom.A
B = self.fom.B
C = self.fom.C
E = self.fom.E if not isinstance(self.fom.E, IdentityOperator) else None
options = self.solver_options
cf = solve_ricc_lrcf(A, E, B.as_range_array(), C.as_source_array(), trans=False, options=options)
of = solve_ricc_lrcf(A, E, B.as_range_array(), C.as_source_array(), trans=True, options=options)
return cf, of
def _gramians(self):
A = self.fom.A
B = self.fom.B
C = self.fom.C
E = self.fom.E if not isinstance(self.fom.E, IdentityOperator) else None
options = self.solver_options
cf = solve_ricc_lrcf(A, E, B.as_range_array(), C.as_source_array(),
trans=False, options=options)
of = solve_ricc_lrcf(A, E, B.as_range_array(), C.as_source_array(),
trans=True, options=options)
return cf, of
def _gramians(self):
A, B, C, E = (getattr(self.fom, op).assemble(mu=self.mu)
for op in ['A', 'B', 'C', 'E'])
if isinstance(E, IdentityOperator):
E = None
options = self.solver_options
cf = solve_ricc_lrcf(A, E, B.as_range_array(), C.as_source_array(),
trans=False, options=options)
of = solve_ricc_lrcf(A, E, B.as_range_array(), C.as_source_array(),
trans=True, options=options)
return cf, of
def test_ricc_lrcf(n, m, p, with_E, with_R, with_S, trans, solver):
_check_availability(solver)
if not with_E:
A = conv_diff_1d_fd(n, 1, 1)
E = None
else:
A, E = conv_diff_1d_fem(n, 1, 1)
np.random.seed(0)
B = np.random.randn(n, m)
C = np.random.randn(p, n)
D = np.random.randn(p, m)
if not trans:
R0 = np.random.randn(p, p)
R = D.dot(D.T) + R0.dot(R0.T) if with_R else None
S = B.dot(D.T) if with_S else None
else:
R0 = np.random.randn(m, m)
R = D.T.dot(D) + R0.dot(R0.T) if with_R else None
S = C.T.dot(D) if with_S else None
Aop = NumpyMatrixOperator(A)
Eop = NumpyMatrixOperator(E) if with_E else None
Bva = Aop.source.from_numpy(B.T)
Cva = Aop.source.from_numpy(C)
Sva = Aop.source.from_numpy(S.T) if with_S else None
try:
Zva = solve_ricc_lrcf(Aop,
Eop,
Bva,
Cva,
R,
Sva,
trans=trans,
options=solver)
except NotImplementedError:
return
assert len(Zva) <= n
Z = Zva.to_numpy().T
assert relative_residual(A, E, B, C, R, S, Z, trans) < 1e-8
def test_ricc_lrcf(n, m, p, with_E, with_R, with_S, trans, solver):
_check_availability(solver)
if not with_E:
A = conv_diff_1d_fd(n, 1, 1)
E = None
else:
A, E = conv_diff_1d_fem(n, 1, 1)
np.random.seed(0)
B = np.random.randn(n, m)
C = np.random.randn(p, n)
D = np.random.randn(p, m)
if not trans:
R0 = np.random.randn(p, p)
R = D.dot(D.T) + R0.dot(R0.T) if with_R else None
S = B.dot(D.T) if with_S else None
else:
R0 = np.random.randn(m, m)
R = D.T.dot(D) + R0.dot(R0.T) if with_R else None
S = C.T.dot(D) if with_S else None
Aop = NumpyMatrixOperator(A)
Eop = NumpyMatrixOperator(E) if with_E else None
Bva = Aop.source.from_numpy(B.T)
Cva = Aop.source.from_numpy(C)
Sva = Aop.source.from_numpy(S.T) if with_S else None
try:
Zva = solve_ricc_lrcf(Aop, Eop, Bva, Cva, R, Sva, trans=trans, options=solver)
except NotImplementedError:
return
assert len(Zva) <= n
Z = Zva.to_numpy().T
assert relative_residual(A, E, B, C, R, S, Z, trans) < 1e-8