Algebraic Ricatti¶

Under suitable conditions, the following routines solve for \(X\) in the algebraic Ricatti equation

\[X K X - A^H X - X A = L,\]

where both \(K\) and \(L\) are Hermitian, via computing the matrix sign of

\[\begin{split}W = \begin{pmatrix} A^H & L \\ K & -A \end{pmatrix}.\end{split}\]

Python API¶

Ricatti(uplo, A, K, L)¶

RicattiPreformed(W)¶

C++ API¶

void Ricatti(UpperOrLower uplo, const Matrix<F> &A, const Matrix<F> &K, const Matrix<F> &L, Matrix<F> &X, SignCtrl<Base<F>> signCtrl = SignCtrl<Base<F>>())¶

void Ricatti(UpperOrLower uplo, const AbstractDistMatrix<F> &A, const AbstractDistMatrix<F> &K, const AbstractDistMatrix<F> &L, AbstractDistMatrix<F> &X, SignCtrl<Base<F>> signCtrl = SignCtrl<Base<F>>())¶: Versions which accept the individual matrices

void Ricatti(Matrix<F> &W, Matrix<F> &X, SignCtrl<Base<F>> signCtrl = SignCtrl<Base<F>>())¶

void Ricatti(AbstractDistMatrix<F> &W, AbstractDistMatrix<F> &X, SignCtrl<Base<F>> signCtrl = SignCtrl<Base<F>>())¶: Versions which save memory by directly accepting the preformed \(W\) matrix

C API¶

Single-precision¶

ElError ElRicatti_s(ElUpperOrLower uplo, ElConstMatrix_s A, ElConstMatrix_s K, ElConstMatrix_s L, ElMatrix_s X)¶

ElError ElRicattiDist_s(ElUpperOrLower uplo, ElConstDistMatrix_s A, ElConstDistMatrix_s K, ElConstDistMatrix_s L, ElDistMatrix_s X)¶: Versions which accept the individual matrices

ElError ElRicattiPreformed_s(ElMatrix_s W, ElMatrix_s X)¶

ElError ElRicattiPreformedDist_s(ElDistMatrix_s W, ElDistMatrix_s X)¶: Versions which accept the preformed \(W\) matrix

Double-precision¶

ElError ElRicatti_d(ElUpperOrLower uplo, ElConstMatrix_d A, ElConstMatrix_d K, ElConstMatrix_d L, ElMatrix_d X)¶

ElError ElRicattiDist_d(ElUpperOrLower uplo, ElConstDistMatrix_d A, ElConstDistMatrix_d K, ElConstDistMatrix_d L, ElDistMatrix_d X)¶: Versions which accept the individual matrices

ElError ElRicattiPreformed_d(ElMatrix_d W, ElMatrix_d X)¶

ElError ElRicattiPreformedDist_d(ElDistMatrix_d W, ElDistMatrix_d X)¶: Versions which accept the preformed \(W\) matrix

Single-precision complex¶

ElError ElRicatti_c(ElUpperOrLower uplo, ElConstMatrix_c A, ElConstMatrix_c K, ElConstMatrix_c L, ElMatrix_c X)¶

ElError ElRicattiDist_c(ElUpperOrLower uplo, ElConstDistMatrix_c A, ElConstDistMatrix_c K, ElConstDistMatrix_c L, ElDistMatrix_c X)¶: Versions which accept the individual matrices

ElError ElRicattiPreformed_c(ElMatrix_c W, ElMatrix_c X)¶

ElError ElRicattiPreformedDist_c(ElDistMatrix_c W, ElDistMatrix_c X)¶: Versions which accept the preformed \(W\) matrix

Double-precision complex¶

ElError ElRicatti_z(ElUpperOrLower uplo, ElConstMatrix_z A, ElConstMatrix_z K, ElConstMatrix_z L, ElMatrix_z X)¶

ElError ElRicattiDist_z(ElUpperOrLower uplo, ElConstDistMatrix_z A, ElConstDistMatrix_z K, ElConstDistMatrix_z L, ElDistMatrix_z X)¶: Versions which accept the individual matrices

ElError ElRicattiPreformed_z(ElMatrix_z W, ElMatrix_z X)¶

ElError ElRicattiPreformedDist_z(ElDistMatrix_z W, ElDistMatrix_z X)¶: Versions which accept the preformed \(W\) matrix