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Check for symmetric matrices with machine precision #348

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Merged
merged 4 commits into from
Dec 30, 2019
Merged

Check for symmetric matrices with machine precision #348

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37aacb7
check for symmetric matrices with machine precision
Nov 18, 2019
b0ab5ba
mateqn_test array instead of deprecated matrix
Nov 18, 2019
fcbde26
test mateqn parameter checks
Nov 18, 2019
119ad47
check for int first
Nov 18, 2019
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36 changes: 23 additions & 13 deletions control/mateqn.py
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Original file line number Diff line number Diff line change
Expand Up @@ -41,7 +41,8 @@
Author: Bjorn Olofsson
"""

from numpy import shape, size, array, asarray, copy, zeros, eye, dot
from numpy import shape, size, asarray, copy, zeros, eye, dot, \
finfo, inexact, atleast_2d
from scipy.linalg import eigvals, solve_discrete_are, solve
from .exception import ControlSlycot, ControlArgument
from .statesp import _ssmatrix
Expand Down Expand Up @@ -122,7 +123,7 @@ def lyap(A, Q, C=None, E=None):
if size(Q) > 1 and shape(Q)[0] != shape(Q)[1]:
raise ControlArgument("Q must be a quadratic matrix.")

if not (asarray(Q) == asarray(Q).T).all():
if not _is_symmetric(Q):
raise ControlArgument("Q must be a symmetric matrix.")

# Solve the Lyapunov equation by calling Slycot function sb03md
Expand Down Expand Up @@ -188,7 +189,7 @@ def lyap(A, Q, C=None, E=None):
raise ControlArgument("E must be a square matrix with the same \
dimension as A.")

if not (asarray(Q) == asarray(Q).T).all():
if not _is_symmetric(Q):
raise ControlArgument("Q must be a symmetric matrix.")

# Make sure we have access to the write slicot routine
Expand Down Expand Up @@ -309,7 +310,7 @@ def dlyap(A,Q,C=None,E=None):
if size(Q) > 1 and shape(Q)[0] != shape(Q)[1]:
raise ControlArgument("Q must be a quadratic matrix.")

if not (asarray(Q) == asarray(Q).T).all():
if not _is_symmetric(Q):
raise ControlArgument("Q must be a symmetric matrix.")

# Solve the Lyapunov equation by calling the Slycot function sb03md
Expand Down Expand Up @@ -371,7 +372,7 @@ def dlyap(A,Q,C=None,E=None):
raise ControlArgument("E must be a square matrix with the same \
dimension as A.")

if not (asarray(Q) == asarray(Q).T).all():
if not _is_symmetric(Q):
raise ControlArgument("Q must be a symmetric matrix.")

# Solve the generalized Lyapunov equation by calling Slycot
Expand Down Expand Up @@ -500,10 +501,10 @@ def care(A, B, Q, R=None, S=None, E=None, stabilizing=True):
size(B) == 1 and n > 1:
raise ControlArgument("Incompatible dimensions of B matrix.")

if not (asarray(Q) == asarray(Q).T).all():
if not _is_symmetric(Q):
raise ControlArgument("Q must be a symmetric matrix.")

if not (asarray(R) == asarray(R).T).all():
if not _is_symmetric(R):
raise ControlArgument("R must be a symmetric matrix.")

# Create back-up of arrays needed for later computations
Expand Down Expand Up @@ -603,10 +604,10 @@ def care(A, B, Q, R=None, S=None, E=None, stabilizing=True):
size(S) == 1 and m > 1:
raise ControlArgument("Incompatible dimensions of S matrix.")

if not (asarray(Q) == asarray(Q).T).all():
if not _is_symmetric(Q):
raise ControlArgument("Q must be a symmetric matrix.")

if not (asarray(R) == asarray(R).T).all():
if not _is_symmetric(R):
raise ControlArgument("R must be a symmetric matrix.")

# Create back-up of arrays needed for later computations
Expand Down Expand Up @@ -775,10 +776,10 @@ def dare_old(A, B, Q, R, S=None, E=None, stabilizing=True):
size(B) == 1 and n > 1:
raise ControlArgument("Incompatible dimensions of B matrix.")

if not (asarray(Q) == asarray(Q).T).all():
if not _is_symmetric(Q):
raise ControlArgument("Q must be a symmetric matrix.")

if not (asarray(R) == asarray(R).T).all():
if not _is_symmetric(R):
raise ControlArgument("R must be a symmetric matrix.")

# Create back-up of arrays needed for later computations
Expand Down Expand Up @@ -882,10 +883,10 @@ def dare_old(A, B, Q, R, S=None, E=None, stabilizing=True):
size(S) == 1 and m > 1:
raise ControlArgument("Incompatible dimensions of S matrix.")

if not (asarray(Q) == asarray(Q).T).all():
if not _is_symmetric(Q):
raise ControlArgument("Q must be a symmetric matrix.")

if not (asarray(R) == asarray(R).T).all():
if not _is_symmetric(R):
raise ControlArgument("R must be a symmetric matrix.")

# Create back-up of arrays needed for later computations
Expand Down Expand Up @@ -960,3 +961,12 @@ def dare_old(A, B, Q, R, S=None, E=None, stabilizing=True):
# Invalid set of input parameters
else:
raise ControlArgument("Invalid set of input parameters.")


def _is_symmetric(M):
M = atleast_2d(M)
if isinstance(M[0, 0], inexact):
eps = finfo(M.dtype).eps
return ((M - M.T) < eps).all()
else:
return (M == M.T).all()
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