def test_multivariate(self):
# Real case
a = tools.companion_matrix([1, -0.4, 0.5])
q = np.diag([10., 5.])
actual = tools.solve_discrete_lyapunov(a, q)
desired = solve_discrete_lyapunov(a, q)
assert_allclose(actual, desired)
# Complex case (where the Lyapunov equation is taken as a complex
# function)
a = tools.companion_matrix([1, -0.4+0.1j, 0.5])
q = np.diag([10., 5.])
actual = tools.solve_discrete_lyapunov(a, q, complex_step=False)
desired = self.solve_dicrete_lyapunov_direct(a, q, complex_step=False)
assert_allclose(actual, desired)
# Complex case (where the Lyapunov equation is taken as a real
# function)
a = tools.companion_matrix([1, -0.4+0.1j, 0.5])
q = np.diag([10., 5.])
actual = tools.solve_discrete_lyapunov(a, q, complex_step=True)
desired = self.solve_dicrete_lyapunov_direct(a, q, complex_step=True)
assert_allclose(actual, desired)
def test_univariate(self):
# Real case
a = np.array([[0.5]])
q = np.array([[10.]])
actual = tools.solve_discrete_lyapunov(a, q)
desired = solve_discrete_lyapunov(a, q)
assert_allclose(actual, desired)
# Complex case (where the Lyapunov equation is taken as a complex
# function)
a = np.array([[0.5 + 1j]])
q = np.array([[10.]])
actual = tools.solve_discrete_lyapunov(a, q)
desired = solve_discrete_lyapunov(a, q)
assert_allclose(actual, desired)
# Complex case (where the Lyapunov equation is taken as a real
# function)
a = np.array([[0.5 + 1j]])
q = np.array([[10.]])
actual = tools.solve_discrete_lyapunov(a, q, complex_step=True)
desired = self.solve_dicrete_lyapunov_direct(a, q, complex_step=True)
assert_allclose(actual, desired)
def test_univariate(self):
# Real case
a = np.array([[0.5]])
q = np.array([[10.]])
actual = tools.solve_discrete_lyapunov(a, q)
desired = solve_discrete_lyapunov(a, q)
assert_allclose(actual, desired)
# Complex case (where the Lyapunov equation is taken as a complex
# function)
a = np.array([[0.5+1j]])
q = np.array([[10.]])
actual = tools.solve_discrete_lyapunov(a, q)
desired = solve_discrete_lyapunov(a, q)
assert_allclose(actual, desired)
# Complex case (where the Lyapunov equation is taken as a real
# function)
a = np.array([[0.5+1j]])
q = np.array([[10.]])
actual = tools.solve_discrete_lyapunov(a, q, complex_step=True)
desired = self.solve_dicrete_lyapunov_direct(a, q, complex_step=True)
assert_allclose(actual, desired)
def test_multivariate(self):
# Real case
a = tools.companion_matrix([1, -0.4, 0.5])
q = np.diag([10., 5.])
actual = tools.solve_discrete_lyapunov(a, q)
desired = solve_discrete_lyapunov(a, q)
assert_allclose(actual, desired)
# Complex case (where the Lyapunov equation is taken as a complex
# function)
a = tools.companion_matrix([1, -0.4 + 0.1j, 0.5])
q = np.diag([10., 5.])
actual = tools.solve_discrete_lyapunov(a, q, complex_step=False)
desired = self.solve_dicrete_lyapunov_direct(a, q, complex_step=False)
assert_allclose(actual, desired)
# Complex case (where the Lyapunov equation is taken as a real
# function)
a = tools.companion_matrix([1, -0.4 + 0.1j, 0.5])
q = np.diag([10., 5.])
actual = tools.solve_discrete_lyapunov(a, q, complex_step=True)
desired = self.solve_dicrete_lyapunov_direct(a, q, complex_step=True)
assert_allclose(actual, desired)
