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Refining test
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andreasvarga committed Jan 15, 2024
1 parent 9220d39 commit ded4dea
Showing 1 changed file with 8 additions and 8 deletions.
16 changes: 8 additions & 8 deletions test/test_riccati.jl
Original file line number Diff line number Diff line change
Expand Up @@ -706,14 +706,14 @@ rezb = norm(A'*X*E+E'*X*A-E'*X*B*inv(R)*B'*X*E+Q)/max(1,norm(X))
norm(sort(real(clseig))-sort(real(eigvals(A-B*F,E))))/norm(clseig) < reltol &&
norm(sort(imag(clseig))-sort(imag(eigvals(A-B*F,E))))/norm(clseig) < reltol

E1 = diagm(diag(E)); A1 = E1*A; B1 = E1*B;
@time X, clseig, F = garec(A1, E1, B1, R, Q; scaling = 'N')
rezn = norm(A1'*X*E1+E1'*X*A1-E1'*X*B1*inv(R)*B1'*X*E1+Q)/max(1,norm(X))
@time X, clseig, F = garec(A1, E1, B1, R, Q; scaling = 'S')
rezb = norm(A1'*X*E1+E1'*X*A1-E1'*X*B1*inv(R)*B1'*X*E1+Q)/max(1,norm(X))
@test rezb < 1.e-4*rezn &&
norm(sort(real(clseig))-sort(real(eigvals(A-B*F,E))))/norm(clseig) < reltol &&
norm(sort(imag(clseig))-sort(imag(eigvals(A-B*F,E))))/norm(clseig) < reltol
# E1 = diagm(diag(E)); A1 = E1*A; B1 = E1*B;
# @time X, clseig, F = garec(A1, E1, B1, R, Q; scaling = 'N')
# rezn = norm(A1'*X*E1+E1'*X*A1-E1'*X*B1*inv(R)*B1'*X*E1+Q)/max(1,norm(X))
# @time X, clseig, F = garec(A1, E1, B1, R, Q; scaling = 'S')
# rezb = norm(A1'*X*E1+E1'*X*A1-E1'*X*B1*inv(R)*B1'*X*E1+Q)/max(1,norm(X))
# @test rezb < 1.e-4*rezn &&
# norm(sort(real(clseig))-sort(real(eigvals(A1-B1*F,E1))))/norm(clseig) < reltol &&
# norm(sort(imag(clseig))-sort(imag(eigvals(A1-B1*F,E1))))/norm(clseig) < reltol

end
@testset "Scaling discrete-time Riccati equation" begin
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