LQR using SciPy #683
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LQR using SciPy #683
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Dec 26, 2021
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Looks good. A few minor comments:
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| elif method == 'slycot': | ||
| return _dare_slycot(A, B, Q, R, S, E, stabilizing) | ||
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| else: | ||
| _check_shape("B", B, n, m) | ||
| _check_shape("Q", Q, n, n, square=True, symmetric=True) |
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Maybe _dare_slycot() and _dare_scipy() should be on the same level?
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I agree the asymmetry is annoying. I left it this way to avoid changing code that was working. In care everything is in the main function, so at some point we should clean all of these up to be more uniform (either a single function or use _method uniformly).
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This PR updates the
mateqnmodule to allow the use of SciPy linear algebra functions as a replacement for Slycot functions. Among other things, this allows the use of thelqrcommand without having to install Slycot.I implemented this by changing all of the
mateqnfunctions (lyap,care,dare, etc) to accept atmethodkeyword that can either bescipyorslycot. The default value formethodisslycotif it is installed, otherwisescipy, so there is no change in behavior if you have Slycot.Other changes:
lqrto callcarerather than replicating the code and cleaned up a lot of the code inmateqnto be more Pythonic.slycot_checkfunction so that it stores the result of checking whetherslycotcan be imported rather than trying to import every time the function is called.mateqnfunctions (mateqn._check_shape) that provides more consistent errors (this also required updating some of the unit tests).dareto solve the generalized Sylvester equation usingslycot.sg02adrather than usingslycot.sg02mdto solve the simplified form of the discrete algebraic Riccati equation because there seems to be an error in the way thatstabilizingis handled insg02md(it returns the closed loop eigenvalues in the wrong order). (I'm working on generating a concrete counterexample for posting to Slycot.)