[Octave-bug-tracker] [bug #49801] dlyap function (control package) does not work as expected

[anonymous]

URL:
  <http://savannah.gnu.org/bugs/?49801>

                 Summary: dlyap function (control package) does not work as
expected
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Thu 08 Dec 2016 03:00:58 AM UTC
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: None
                  Status: None
             Assigned to: None
         Originator Name: Hernan J. Gonzalez
        Originator Email: address@hidden
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.2.0
        Operating System: Any

    _______________________________________________________

Details:

 dlyap(C,D)

is supposed to solve

 C*X*C' + D = X

(doc: https://octave.sourceforge.io/control/function/dlyap.html)

But it doesn't.

Example:


 p=0.3, q=1-p;
 C=[ q p 0 ;  q 0 p ; q 0 0];
 D = [0 0 0; 0 0 0 ; p p p];

X1=dlyap(C,D)                                                                 
                                        
   0.034394   0.029959   0.023144
   0.029959   0.055090   0.021713
   0.023144   0.021713   0.316853

C*X1*C'+D  % this should coincide with X1

 0.034394   0.029959   0.023144
 0.029959   0.055090   0.021713
 0.323144   0.321713   0.316853

See the huge discrepancy in the last row.

In Matlab 2016b it returns the correct value:
X1 =
    0.5052    0.4708    0.3606
    0.5382    0.5083    0.3833
    0.6464    0.6232    0.5475





    _______________________________________________________

Reply to this item at:

  <http://savannah.gnu.org/bugs/?49801>

_______________________________________________
  Message sent via/by Savannah
  http://savannah.gnu.org/