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Merge branch 'nonlinear-estimation' of https://github.com/thorek1/Mac…
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…roModelling.jl into nonlinear-estimation
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thorek1 committed Jul 31, 2024
2 parents 06616e7 + 35d9936 commit f248dee
Showing 1 changed file with 4 additions and 2 deletions.
6 changes: 4 additions & 2 deletions src/lyapunov.jl
Original file line number Diff line number Diff line change
Expand Up @@ -40,7 +40,8 @@ function rrule(::typeof(solve_lyapunov_equation),
A::AbstractMatrix{Float64},
C::AbstractMatrix{Float64};
lyapunov_algorithm::Symbol = :doubling,
tol::AbstractFloat = 1e-12)
tol::AbstractFloat = 1e-12,
verbose::Bool = false)

P, solved = solve_lyapunov_equation(A, C, lyapunov_algorithm = lyapunov_algorithm, tol = tol)

Expand All @@ -62,7 +63,8 @@ end
function solve_lyapunov_equation( A::AbstractMatrix{ℱ.Dual{Z,S,N}},
C::AbstractMatrix{ℱ.Dual{Z,S,N}};
lyapunov_algorithm::Symbol = :doubling,
tol::AbstractFloat = 1e-12) where {Z,S,N}
tol::AbstractFloat = 1e-12,
verbose::Bool = false) where {Z,S,N}
# unpack: AoS -> SoA
=.value.(A)
=.value.(C)
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