Discrete Algebraic Ricatti Equation Solver

This page summarizes the projects mentioned and recommended in the original post on /r/ControlTheory

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  • pydare

    Automatically exported from code.google.com/p/pydare

  • I have found a simple python implementation, which does not require iteration (although it would be less stable than iterative solutions), but it still requires a scipy.linalg.schur decomposition.

  • SciPy

    SciPy library main repository

  • I am the author who touched the DARE solver in SciPy introduced here and modified over the years. The iterative solvers are not more stable in fact it is the other way around but when arrays are too big for dense computations, decompositions become intractable and we resort back to iterative solvers.

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  • pymor

    pyMOR - Model Order Reduction with Python

  • Benner's group has lots of experience with those solvers and model reduction problems such as https://github.com/pymor/pymor/

  • Pytorch

    Tensors and Dynamic neural networks in Python with strong GPU acceleration

  • What is the requirement of something to be compatible with PyTorch? You can in fact ask them about this specifically, they are always a helpful bunch https://github.com/pytorch/pytorch

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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