DifferentialRiccatiEquations - v0.5.2

• Remove use of allequal(f, itr), as that is not available in Compat v3 or v4.1. Changing the compat annotation to v4.13 would have been a breaking change.
• Fix convert(Matrix{T}, ::LDLᵀ) where {T}

Full Changelog: https://github.com/mpimd-csc/DifferentialRiccatiEquations.jl/compare/v0.5.1...v0.5.2

- Julia
Published by jonas-schulze 10 months ago

DifferentialRiccatiEquations - v0.5.1

• Improve interoperability with DrWatson: filename=hash now works with ::Shifts.Strategy and ::ADI
• Technically breaking: Fix solve(::GALEProblem, ::ADI) for scaled right-hand sides, e.g., GALEProblem(E, A, 2C). This change removes the R and T fields, while adding a residual field to the internal ADICache struct. If you only accessed these fields via the public residual(::ADICache), you are of course not affected.
• Fix convert(Matrix, ::LDLᵀ)

Full Changelog: https://github.com/mpimd-csc/DifferentialRiccatiEquations.jl/compare/v0.5.0...v0.5.1

- Julia
Published by jonas-schulze 11 months ago

DifferentialRiccatiEquations -

- Julia
Published by jonas-schulze about 1 year ago

DifferentialRiccatiEquations -

- Julia
Published by jonas-schulze about 1 year ago

DifferentialRiccatiEquations - v0.4.1

What's Changed

• Fix ADI for ALEs with non-symmetric matrices (e62cb82b2c3c3dbf130b2918e2f0a43ed7616133)
• Add BartelsStewart and (naive) Kronecker solvers for ALEs (22db62a4646c9a422be2d2bc0eea7ace70de1257)
• Export residual (8a02c62d98904035186b88e9d7c5a43d103a4685)

Full Changelog: https://github.com/mpimd-csc/DifferentialRiccatiEquations.jl/compare/v0.4.0...v0.4.1

- Julia
Published by jonas-schulze over 1 year ago

DifferentialRiccatiEquations - v0.4.0

• Fix LDLᵀ compression for indefinite objects (d6a649ad62ab6d413ce82e5a2b0090de813a33de)
• Add callbacks to allow user to gather information during solve calls; see docstring of the Callbacks module for more info
• Add configurable shift strategies; see docstring of the Shifts module for more info
• Change default shift strategy. While this is not API breaking, it does affect the convergence behavior. (7b32660af73c23c0d710b215705688842aa0bb70)
• Fix order of automatic/projection shifts: ensure that complex shifts occur in conjugated pairs directly one after the other (e36a1163f9db4796b334fbdf23c23ea4fd0aab9d)
• Add Inexact Newton method following Dembo et al. (1982) and Benner et al. (2015) to solve AREs; see docstring of NewtonADI for more info

Full Changelog: https://github.com/mpimd-csc/DifferentialRiccatiEquations.jl/compare/v0.3.0...v0.4.0

- Julia
Published by jonas-schulze over 1 year ago