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  • Committer: Bazaar Package Importer
  • Author(s): Torsten Werner
  • Date: 2005-01-09 22:58:21 UTC
  • mfrom: (1.1.1 upstream)
  • Revision ID: james.westby@ubuntu.com-20050109225821-473xr8vhgugxxx5j
Tags: 3.0-12
changed configure.in to build scilab's own malloc.o, closes: #255869

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riccati           Scilab Group           Scilab Function            riccati
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NAME
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   riccati - Riccati equation
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CALLING SEQUENCE
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 X=riccati(A,B,C,dom,[typ])
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 [X1,X2]=riccati(A,B,C,dom,[typ])
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PARAMETERS
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 A,B,C        : real matrices nxn, B and  C symetric.
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 dom          : 'c' or 'd' for the time domain (continuous or discrete)
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 typ          : string : 'eigen' for block diagonalization or schur' for 
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              Schur method.
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 X1,X2,X      : square real matrices (X2 invertible), X symmetric
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DESCRIPTION
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   X=riccati(A,B,C,dom,[typ]) solves the Riccati equation:
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 A'*X+X*A-X*B*X+C=0 
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   in continuous time case, or:
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  A'*X*A-(A'*X*B1/(B2+B1'*X*B1))*(B1'*X*A)+C-X
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    with B=B1/B2*B1' in the discrete time case. If called with two output
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  arguments, riccati returns X1,X2 such that X=X1/X2.
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SEE ALSO
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   ric_desc 
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