/usr/share/octave/packages/control-2.6.2/dlyapchol.m is in octave-control 2.6.2-1build1.
This file is owned by root:root, with mode 0o644.
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##
## This file is part of LTI Syncope.
##
## LTI Syncope is free software: you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## LTI Syncope is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
## @deftypefn{Function File} {@var{u} =} dlyapchol (@var{a}, @var{b})
## @deftypefnx{Function File} {@var{u} =} dlyapchol (@var{a}, @var{b}, @var{e})
## Compute Cholesky factor of discrete-time Lyapunov equations.
##
## @strong{Equations}
## @example
## @group
## A U' U A' - U' U + B B' = 0 (Lyapunov Equation)
##
## A U' U A' - E U' U E' + B B' = 0 (Generalized Lyapunov Equation)
## @end group
## @end example
##
## @strong{Algorithm}@*
## Uses SLICOT SB03OD and SG03BD by courtesy of
## @uref{http://www.slicot.org, NICONET e.V.}
##
## @seealso{dlyap, lyap, lyapchol}
## @end deftypefn
## Author: Lukas Reichlin <lukas.reichlin@gmail.com>
## Created: January 2010
## Version: 0.2.1
function [u, scale] = dlyapchol (a, b, e)
switch (nargin)
case 2
if (! is_real_square_matrix (a))
## error ("dlyapchol: a must be real and square");
error ("dlyapchol: %s must be real and square", ...
inputname (1));
endif
if (! is_real_matrix (b))
## error ("dlyapchol: b must be real")
error ("dlyapchol: %s must be real", ...
inputname (2))
endif
if (rows (a) != rows (b))
## error ("dlyapchol: a and b must have the same number of rows");
error ("dlyapchol: %s and %s must have the same number of rows", ...
inputname (1), inputname (2));
endif
[u, scale] = __sl_sb03od__ (a.', b.', true);
## NOTE: TRANS = 'T' not suitable because we need U' U, not U U'
case 3
if (! is_real_square_matrix (a, e))
## error ("dlyapchol: a, e must be real and square");
error ("dlyapchol: %s, %s must be real and square", ...
inputname (1), inputname (3));
endif
if (! is_real_matrix (b))
## error ("dlyapchol: b must be real");
error ("dlyapchol: %s must be real", ...
inputname (2));
endif
if (rows (b) != rows (a) || rows (e) != rows (a))
## error ("dlyapchol: a, b, e must have the same number of rows");
error ("dlyapchol: %s, %s, %s must have the same number of rows", ...
inputname (1), inputname (2), inputname (3));
endif
[u, scale] = __sl_sg03bd__ (a.', e.', b.', true);
## NOTE: TRANS = 'T' not suitable because we need U' U, not U U'
otherwise
print_usage ();
endswitch
if (scale < 1)
warning ("dlyapchol: solution scaled by %g to prevent overflow", scale);
endif
endfunction
## TODO: add tests
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