MatrixEquations.jl

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Economics Example

12

Hi and thank you for this package. Solving optimal control problems is at the heart of economics. (including LQR/LQG etc) I'm working to see what packages in the Julia ecosystem...

azev77

It may help to put something like the following in the Readme/Docs  This can help many users bc there are different formulations of LQR with slightly different notation. For...

azev77

Hi, it is common for Julia packages to share performance benchmarks in the Github readme. See [ParallelKmeans](https://github.com/PyDataBlog/ParallelKMeans.jl).jl or [FixedEffectModels](https://github.com/FixedEffects/FixedEffectModels.jl).jl. Would this be possible for this package at some point?

azev77

The PR adds a file with statements to execute to trigger precompilation. Julia v1.8 has gotten a number of improvements to the ability of caching precompiled code, making this potentially...

baggepinnen

Spread the use of `Discrete` and `Continuous` throughout the package?

2

There is an opportunity to make use of the above mentioned types also in other places than the MEoperators. For instance, one could make ```julia lyapd(args...) = lyap(Discrete(), args...) lyapc(args...)...

dkarrasch

Adjoint handling

24

From what I understand, the `adj` field is typically computed from type information, like `isa(A, Adjoint)` and things like that. That means that the value of `adj` can be computed...

dkarrasch

Orthogonal transformation between commuting matrices

4

In SumOfSquares, we have pairs of commuting matrices `A`, `B` and need to compute an orthogonal transformation `X` such that `X * A = B * X`. This is implemented...

blegat

Move Alternating-direction Implicit (ADI) Method solver here?

10

We have a quick implementation of ADI: https://github.com/dlfivefifty/AlternatingDirectionImplicit.jl This could live in this package.

dlfivefifty

Routine Package Test Failure

1

Hello, After installing and executing the tests in package mode, I received the following error message:  I also would like to mention that...

i3s93

Option for filter-form of feedback gain from `ared`

1

The `ared` function is solving the discrete-time ARE corresponding to a Kalman filter on filter form, i.e., for the "current" or $x(t|t)$ estimate, but the returned feedback matrix is for...

baggepinnen