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Releases: mpimd-csc/DifferentialRiccatiEquations.jl

v0.4.1

14 Jan 09:10
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What's Changed

  • Fix ADI for ALEs with non-symmetric matrices (e62cb82)
  • Add BartelsStewart and (naive) Kronecker solvers for ALEs (22db62a)
  • Export residual (8a02c62)

Full Changelog: v0.4.0...v0.4.1

v0.4.0

15 Nov 13:59
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  • Fix LDLᵀ compression for indefinite objects (d6a649a)
  • 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. (7b32660)
  • Fix order of automatic/projection shifts: ensure that complex shifts occur in conjugated pairs directly one after the other (e36a116)
  • 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: v0.3.0...v0.4.0