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norm, covar, dlyap cannot handle systems of dimension > 150 #300

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olof3 opened this issue Apr 28, 2020 · 1 comment · May be fixed by #443
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norm, covar, dlyap cannot handle systems of dimension > 150 #300

olof3 opened this issue Apr 28, 2020 · 1 comment · May be fixed by #443

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@olof3
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olof3 commented Apr 28, 2020 

N = 200
dlyap(randn(N,N), Matrix(I(N)))

crashes julia (on my machine) due to the naive implementation of the Lyapunov solver that attempts to invert N^2 x N^2 matrices.

covar and norm rely on dlyap so these functions have the same problem.

@mfalt , @baggepinnen we should discuss how to handle this and related problems
@olof3 olof3 changed the title norm, covar, dlyap cannot systems of dimension > 150 norm, covar, dlyap cannot handle systems of dimension > 150 Apr 28, 2020
@olof3 olof3 mentioned this issue Feb 3, 2021
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@baggepinnen
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Fixed!

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WIP: External package for matrix equations olof3/ControlSystems.jl
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@baggepinnen @olof3