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Nice project. small comment - related to the benchmarks: - in Julia: it has a newer ricatti solver (in package) https://github.com/andreasvarga/MatrixEquati

by pella 5y ago

Nice project. small comment - related to the benchmarks: - in Julia: it has a newer ricatti solver (in package) https://github.com/andreasvarga/MatrixEquations.jl/blob/master/src/riccati.jl https://github.com/andreasvarga/MatrixEquations.jl/blob/mast... https://github.com/andreasvarga/MatrixEquations.jl https://github.com/andreasvarga/MatrixEquations.jl

giaf 5y ago
The benchmark in prometeo is a discrete time Riccati recursion (as opposite to a continuous time Riccati equation) algorithm. And it is the exact same algorithm implemeneted in all languages, making the comparison more fair as the only variable is the implementation itself.