def testSLICOT(self): a = numpy.matrix([[0.8147, 0.1270], [0.9058, 0.9134]]) b = numpy.matrix([[0.6324, 0.2785], [0.0975, 0.5469]]) q = numpy.eye(2) r = numpy.matrix([[1.0, 0.0], [0.0, 1.0]]) ds = DareSolver(a, b, q, r) x = ds.solve_slycot() self.assertAlmostEqual(2.6018, x[0, 0], 3) self.assertAlmostEqual(0.9969, x[0, 1], 3) self.assertAlmostEqual(0.9969, x[1, 0], 3) self.assertAlmostEqual(1.8853, x[1, 1], 3)
def testSLICOT(self): a = numpy.matrix([[0.8147, 0.1270],[0.9058, 0.9134]]) b = numpy.matrix([[0.6324, 0.2785],[0.0975, 0.5469]]) q = numpy.eye(2) r = numpy.matrix([[1.0,0.0],[0.0,1.0]]) ds = DareSolver(a,b,q,r) x = ds.solve_slycot() self.assertAlmostEqual(2.6018,x[0,0],3) self.assertAlmostEqual(0.9969,x[0,1],3) self.assertAlmostEqual(0.9969,x[1,0],3) self.assertAlmostEqual(1.8853,x[1,1],3)