Contents
function DEMO_RI_GE_T_N(istest)
% Computes the solution of the Hinf Riccati equation for a random generated % generalized system. The computations are done with the RADI method for % the control and filter Hinf Riccati equations. Afterwards, the real % residual norms are shown and compared to the set tolerance. % % Input: % istest decides whether the function runs as an interactive demo or a % continuous integration test. (optional; defaults to 0, i.e. % interactive demo) % % % This file is part of the M-M.E.S.S. project % (http://www.mpi-magdeburg.mpg.de/projects/mess). % Copyright © 2009-2022 Jens Saak, Martin Koehler, Peter Benner and others. % All rights reserved. % License: BSD 2-Clause License (see COPYING) %
if nargin<1, istest=0; end
Construction of system data.
if exist('OCTAVE_VERSION', 'builtin') rand('seed', 1.0); %#ok<RAND> eqn.A_ = rand(500) - 250 * eye(500); rand('seed', 2.0); %#ok<RAND> eqn.E_ = rand(500); eqn.E_ = eqn.E_' * eqn.E_; rand('seed', 3.0); %#ok<RAND> eqn.B2 = rand(500, 2); rand('seed', 4.0); %#ok<RAND> B1 = rand(500, 2); rand('seed', 5.0); %#ok<RAND> eqn.C2 = rand(3, 500); rand('seed', 6.0); %#ok<RAND> C1 = rand(3, 500); else rng(1.0); eqn.A_ = rand(500) - 250 * eye(500); rng(2.0); eqn.E_ = rand(500); eqn.E_ = eqn.E_' * eqn.E_; rng(3.0); eqn.B2 = rand(500, 2); rng(4.0); B1 = rand(500, 2); rng(5.0); eqn.C2 = rand(3, 500); rng(6.0); C1 = rand(3, 500); end eqn.haveE = 1; gam = 5; % Scaling term for disturbances.
Set operator.
oper = operatormanager('default');
Construction of options struct.
RADI settings.
opts.radi.maxiter = 100; opts.radi.res_tol = 1.0e-12; opts.radi.rel_diff_tol = 1.0e-16; opts.radi.info = 1; opts.radi.trunc_tol = eps; % Shift options. opts.shifts.num_desired = 5; opts.shifts.method = 'projection'; % RI settings. opts.ri.riccati_solver = 'radi'; opts.ri.maxiter = 10; opts.ri.res_tol = 1.0e-09; opts.ri.rel_diff_tol = 1.0e-16; opts.ri.compres_tol = 1.0e-16; opts.ri.info = 1; opts.ri.trunc_tol = eps; % global options opts.norm = 2;
Solve the control equation.
t_solve_eqn = tic; eqn.type = 'T'; eqn.B1 = 1/gam * B1; eqn.C1 = C1; [outControl, eqn, opts, oper] = mess_lrri(eqn, opts, oper); t_elapsed1 = toc(t_solve_eqn); fprintf(1,'solving the control equation took %6.2f seconds \n' ,t_elapsed1);
RADI step: 1 pc: -6.595647e+00 + 0.000000e+00i normalized residual: 9.236423e-01 relative change in Z: 1.000000e+00 RADI step: 2 pc: -5.503746e+00 + 0.000000e+00i normalized residual: 9.138310e-01 relative change in Z: 5.497570e-01 RADI step: 3 pc: -4.751833e-04 + 0.000000e+00i normalized residual: 8.805950e-01 relative change in Z: 1.497923e-01 RADI step: 4 pc: -2.103132e+00 + 0.000000e+00i normalized residual: 8.752092e-01 relative change in Z: 2.918227e-01 RADI step: 5 pc: -9.586933e-04 + 0.000000e+00i normalized residual: 6.573983e-01 relative change in Z: 5.055678e-02 RADI step: 6 pc: -8.245415e+01 + 0.000000e+00i normalized residual: 6.513484e-01 relative change in Z: 7.981100e-01 RADI step: 7 pc: -8.192174e+00 + 0.000000e+00i normalized residual: 6.469973e-01 relative change in Z: 2.040896e-01 RADI step: 8 pc: -5.428094e+01 + 0.000000e+00i normalized residual: 6.479712e-01 relative change in Z: 4.332318e-01 RADI step: 9 pc: -1.948282e+00 + 0.000000e+00i normalized residual: 6.420417e-01 relative change in Z: 7.723426e-02 RADI step: 10 pc: -2.641502e-03 + 0.000000e+00i normalized residual: 1.004718e-01 relative change in Z: 1.427654e-02 RADI step: 11 pc: -1.399131e+03 + 0.000000e+00i normalized residual: 9.760732e-02 relative change in Z: 8.108794e-01 RADI step: 12 pc: -3.081852e+01 + 0.000000e+00i normalized residual: 9.786744e-02 relative change in Z: 1.039725e-01 RADI step: 13 pc: -1.266450e+02 + 0.000000e+00i normalized residual: 9.722493e-02 relative change in Z: 1.954600e-01 RADI step: 14 pc: -5.328434e+00 + 0.000000e+00i normalized residual: 9.721685e-02 relative change in Z: 3.879684e-02 RADI step: 15 pc: -1.643385e+04 + 0.000000e+00i normalized residual: 9.593976e-02 relative change in Z: 8.343566e-01 RADI step: 16 pc: -4.700072e-03 + 0.000000e+00i normalized residual: 1.014750e-03 relative change in Z: 1.347891e-03 RADI step: 17 pc: -2.847214e+02 + 0.000000e+00i normalized residual: 9.363992e-04 relative change in Z: 9.714434e-02 RADI step: 18 pc: -3.895369e+01 + 0.000000e+00i normalized residual: 9.299439e-04 relative change in Z: 3.494885e-02 RADI step: 19 pc: -1.770581e+01 + 0.000000e+00i normalized residual: 9.297762e-04 relative change in Z: 2.349740e-02 RADI step: 20 pc: -2.062053e+05 + 0.000000e+00i normalized residual: 3.897790e-04 relative change in Z: 8.204956e-01 RADI step: 21 pc: -4.973095e-03 + 0.000000e+00i normalized residual: 3.615338e-04 relative change in Z: 1.321272e-04 RADI step: 22 pc: -3.571063e+03 + 0.000000e+00i normalized residual: 2.990567e-04 relative change in Z: 9.651357e-02 RADI step: 23 pc: -1.855638e+00 + 0.000000e+00i normalized residual: 2.990224e-04 relative change in Z: 2.076200e-03 RADI step: 24 pc: -1.509223e+02 + 0.000000e+00i normalized residual: 2.972224e-04 relative change in Z: 1.865532e-02 RADI step: 25 pc: -4.972659e-03 + 0.000000e+00i normalized residual: 2.972223e-04 relative change in Z: 1.067691e-04 RADI step: 26 pc: -3.896030e+06 + 0.000000e+00i normalized residual: 6.819848e-05 relative change in Z: 8.524739e-01 RADI step: 27 pc: -2.032899e+04 + 0.000000e+00i normalized residual: 4.213357e-05 relative change in Z: 5.229367e-02 RADI step: 28 pc: -1.616135e+00 + 0.000000e+00i normalized residual: 4.212647e-05 relative change in Z: 4.208969e-04 RADI step: 29 pc: -3.038673e+03 + 0.000000e+00i normalized residual: 4.035805e-05 relative change in Z: 1.765306e-02 RADI step: 30 pc: -7.297810e+06 + 0.000000e+00i normalized residual: 1.676264e-05 relative change in Z: 2.615684e-01 RADI step: 31 pc: -1.643177e+00 + 0.000000e+00i normalized residual: 1.675957e-05 relative change in Z: 2.820280e-04 RADI step: 32 pc: -1.233952e+05 + 0.000000e+00i normalized residual: 4.932777e-06 relative change in Z: 4.867860e-02 RADI step: 33 pc: -3.777725e+02 + 0.000000e+00i normalized residual: 4.667946e-06 relative change in Z: 1.795552e-03 RADI step: 34 pc: -4.633498e+03 + 0.000000e+00i normalized residual: 4.347147e-06 relative change in Z: 5.958112e-03 RADI step: 35 pc: -1.997174e+00 + 0.000000e+00i normalized residual: 4.346960e-06 relative change in Z: 1.215090e-04 RADI step: 36 pc: -7.300033e+06 + 0.000000e+00i normalized residual: 3.389639e-06 relative change in Z: 1.342975e-02 RADI step: 37 pc: -1.521493e+05 + 0.000000e+00i normalized residual: 8.825533e-07 relative change in Z: 2.170168e-02 RADI step: 38 pc: -4.604188e+02 + 0.000000e+00i normalized residual: 8.696676e-07 relative change in Z: 8.243517e-04 RADI step: 39 pc: -2.623980e+04 + 0.000000e+00i normalized residual: 6.717361e-07 relative change in Z: 5.725098e-03 RADI step: 40 pc: -7.490795e+01 + 0.000000e+00i normalized residual: 6.711510e-07 relative change in Z: 2.869245e-04 RADI step: 41 pc: -4.416632e+06 + 0.000000e+00i normalized residual: 4.416693e-07 relative change in Z: 6.568622e-03 RADI step: 42 pc: -9.701275e+02 + 0.000000e+00i normalized residual: 4.372658e-07 relative change in Z: 8.351347e-04 RADI step: 43 pc: -4.619811e+05 + 0.000000e+00i normalized residual: 1.243001e-09 relative change in Z: 9.055292e-03 RADI step: 44 pc: -7.538819e+03 + 0.000000e+00i normalized residual: 2.861341e-10 relative change in Z: 1.106760e-04 RADI step: 45 pc: -1.133603e+02 + 0.000000e+00i normalized residual: 2.820545e-10 relative change in Z: 9.592391e-06 RADI step: 46 pc: -4.619818e+05 + 0.000000e+00i normalized residual: 1.559034e-10 relative change in Z: 8.668423e-05 RADI step: 47 pc: -9.717222e+02 + 0.000000e+00i normalized residual: 1.376847e-10 relative change in Z: 2.028000e-05 RADI step: 48 pc: -3.939646e+04 + 0.000000e+00i normalized residual: 2.236632e-11 relative change in Z: 7.505789e-05 RADI step: 49 pc: -5.173478e+03 + 0.000000e+00i normalized residual: 1.756754e-11 relative change in Z: 1.302221e-05 RADI step: 50 pc: -5.228692e+01 + 0.000000e+00i normalized residual: 1.706860e-11 relative change in Z: 1.212844e-06 RADI step: 51 pc: -4.619818e+05 + 0.000000e+00i normalized residual: 7.175100e-12 relative change in Z: 2.026676e-05 RADI step: 52 pc: -3.939162e+04 + 0.000000e+00i normalized residual: 1.627670e-12 relative change in Z: 1.511270e-05 RADI step: 53 pc: -8.050656e+02 + 0.000000e+00i normalized residual: 1.534708e-12 relative change in Z: 1.367709e-06 RADI step: 54 pc: -1.705834e+03 + 0.000000e+00i normalized residual: 1.430747e-12 relative change in Z: 1.906274e-06 RADI step: 55 pc: -1.450525e+01 + 0.000000e+00i normalized residual: 1.223693e-12 relative change in Z: 1.809567e-07 RADI step: 56 pc: -1.530545e+05 + 0.000000e+00i normalized residual: 6.500030e-14 relative change in Z: 6.937970e-06 RI step: 1 normalized residual: 3.560137e-02 relative change in Z: 1.000000e+00 number of RADI steps: 56 RADI step: 1 pc: -3.403506e+00 + 0.000000e+00i normalized residual: 9.943999e-01 relative change in Z: 1.000000e+00 RADI step: 2 pc: -4.771368e-03 + 0.000000e+00i normalized residual: 1.193780e-04 relative change in Z: 9.949786e-01 RADI step: 3 pc: -1.196700e+01 + 0.000000e+00i normalized residual: 1.190079e-04 relative change in Z: 5.992934e-02 RADI step: 4 pc: -6.831295e+00 + 0.000000e+00i normalized residual: 1.185588e-04 relative change in Z: 3.302110e-02 RADI step: 5 pc: -2.168815e+00 + 0.000000e+00i normalized residual: 1.175102e-04 relative change in Z: 1.730776e-02 RADI step: 6 pc: -4.875837e-03 + 0.000000e+00i normalized residual: 9.386139e-08 relative change in Z: 1.069987e-02 RADI step: 7 pc: -1.711991e+00 + 0.000000e+00i normalized residual: 8.971046e-08 relative change in Z: 1.480520e-02 RADI step: 8 pc: -4.875801e-03 + 0.000000e+00i normalized residual: 8.969924e-08 relative change in Z: 7.813892e-04 RADI step: 9 pc: -2.710502e+02 + 0.000000e+00i normalized residual: 2.177494e-08 relative change in Z: 1.092012e-01 RADI step: 10 pc: -2.307914e+01 + 0.000000e+00i normalized residual: 1.366111e-08 relative change in Z: 2.464808e-02 RADI step: 11 pc: -5.814548e+00 + 0.000000e+00i normalized residual: 1.295964e-08 relative change in Z: 1.119859e-02 RADI step: 12 pc: -2.298447e+00 + 0.000000e+00i normalized residual: 1.272513e-08 relative change in Z: 6.939127e-03 RADI step: 13 pc: -2.040699e+03 + 0.000000e+00i normalized residual: 2.907191e-09 relative change in Z: 1.160054e-01 RADI step: 14 pc: -4.875801e-03 + 0.000000e+00i normalized residual: 2.906884e-09 relative change in Z: 1.643910e-04 RADI step: 15 pc: -5.423219e+01 + 0.000000e+00i normalized residual: 1.870928e-09 relative change in Z: 1.551389e-02 RADI step: 16 pc: -2.334785e+02 + 0.000000e+00i normalized residual: 1.687032e-09 relative change in Z: 2.762474e-02 RADI step: 17 pc: -6.750873e+00 + 0.000000e+00i normalized residual: 1.683103e-09 relative change in Z: 4.465060e-03 RADI step: 18 pc: -1.511730e+04 + 0.000000e+00i normalized residual: 4.694473e-10 relative change in Z: 1.344507e-01 RADI step: 19 pc: -4.875776e-03 + 0.000000e+00i normalized residual: 4.694457e-10 relative change in Z: 6.789777e-05 RADI step: 20 pc: -3.686070e+02 + 0.000000e+00i normalized residual: 4.313667e-10 relative change in Z: 1.761330e-02 RADI step: 21 pc: -5.319727e+01 + 0.000000e+00i normalized residual: 4.281389e-10 relative change in Z: 6.414951e-03 RADI step: 22 pc: -5.816955e+02 + 0.000000e+00i normalized residual: 4.077584e-10 relative change in Z: 2.063975e-02 RADI step: 23 pc: -2.564565e+00 + 0.000000e+00i normalized residual: 4.076828e-10 relative change in Z: 1.344832e-03 RADI step: 24 pc: -9.235864e+04 + 0.000000e+00i normalized residual: 1.603660e-10 relative change in Z: 1.673551e-01 RADI step: 25 pc: -3.601629e+01 + 0.000000e+00i normalized residual: 1.597409e-10 relative change in Z: 2.747174e-03 RADI step: 26 pc: -9.122426e+03 + 0.000000e+00i normalized residual: 1.273375e-10 relative change in Z: 3.868424e-02 RADI step: 27 pc: -9.625935e+02 + 0.000000e+00i normalized residual: 1.252362e-10 relative change in Z: 1.200583e-02 RADI step: 28 pc: -6.202076e+05 + 0.000000e+00i normalized residual: 4.061536e-11 relative change in Z: 1.915115e-01 RADI step: 29 pc: -1.580679e+00 + 0.000000e+00i normalized residual: 4.061416e-11 relative change in Z: 2.693313e-04 RADI step: 30 pc: -2.649399e+04 + 0.000000e+00i normalized residual: 3.689326e-11 relative change in Z: 3.316074e-02 RADI step: 31 pc: -3.219124e+01 + 0.000000e+00i normalized residual: 3.688569e-11 relative change in Z: 1.136713e-03 RADI step: 32 pc: -4.038845e+03 + 0.000000e+00i normalized residual: 3.659692e-11 relative change in Z: 1.264380e-02 RADI step: 33 pc: -1.576024e+00 + 0.000000e+00i normalized residual: 3.659682e-11 relative change in Z: 2.490798e-04 RADI step: 34 pc: -7.161213e+06 + 0.000000e+00i normalized residual: 1.147303e-12 relative change in Z: 2.509567e-01 RADI step: 35 pc: -7.706049e+01 + 0.000000e+00i normalized residual: 1.144103e-12 relative change in Z: 3.920669e-04 RADI step: 36 pc: -1.503327e+05 + 0.000000e+00i normalized residual: 2.551177e-13 relative change in Z: 1.090171e-02 RI step: 2 normalized residual: 1.522697e-05 relative change in Z: 5.864875e-08 number of RADI steps: 36 RADI step: 1 pc: -2.634324e+00 + 0.000000e+00i normalized residual: 9.926300e-01 relative change in Z: 1.000000e+00 RADI step: 2 pc: -4.869153e-03 + 0.000000e+00i normalized residual: 6.879508e-08 relative change in Z: 9.963082e-01 RADI step: 3 pc: -4.398238e+00 + 0.000000e+00i normalized residual: 6.848595e-08 relative change in Z: 2.928788e-05 RADI step: 4 pc: -2.525668e+00 + 0.000000e+00i normalized residual: 6.795855e-08 relative change in Z: 2.435723e-05 RADI step: 5 pc: -4.871718e-03 + 0.000000e+00i normalized residual: 1.194577e-14 relative change in Z: 2.606869e-04 RI step: 3 normalized residual: 2.731859e-12 relative change in Z: 2.050871e-11 number of RADI steps: 5 solving the control equation took 0.84 seconds
Solve the filter equation.
t_solve_eqn = tic; eqn.type = 'N'; eqn.B1 = B1; eqn.C1 = 1/gam * C1; [outFilter, eqn, opts, ~] = mess_lrri(eqn, opts, oper); t_elapsed2 = toc(t_solve_eqn); fprintf(1,'solving the filter equation took %6.2f seconds \n' , t_elapsed2);
RADI step: 1 pc: -6.733023e+00 + 0.000000e+00i normalized residual: 9.045840e-01 relative change in Z: 1.000000e+00 RADI step: 2 pc: -6.101093e-04 + 0.000000e+00i normalized residual: 8.537235e-01 relative change in Z: 1.610629e-01 RADI step: 3 pc: -3.305161e+01 + 0.000000e+00i normalized residual: 8.370617e-01 relative change in Z: 7.791775e-01 RADI step: 4 pc: -1.388380e+01 + 0.000000e+00i normalized residual: 8.325987e-01 relative change in Z: 3.781421e-01 RADI step: 5 pc: -3.178887e+00 + 0.000000e+00i normalized residual: 8.289544e-01 relative change in Z: 1.730686e-01 RADI step: 6 pc: -1.228092e-03 + 0.000000e+00i normalized residual: 5.357085e-01 relative change in Z: 3.301825e-02 RADI step: 7 pc: -1.746772e+00 + 0.000000e+00i normalized residual: 5.318790e-01 relative change in Z: 1.235617e-01 RADI step: 8 pc: -3.186932e-03 + 0.000000e+00i normalized residual: 4.938200e-02 relative change in Z: 1.686849e-02 RADI step: 9 pc: -5.233183e+02 + 0.000000e+00i normalized residual: 4.311709e-02 relative change in Z: 8.291444e-01 RADI step: 10 pc: -3.773325e+01 + 0.000000e+00i normalized residual: 4.368398e-02 relative change in Z: 1.806956e-01 RADI step: 11 pc: -1.073615e+01 + 0.000000e+00i normalized residual: 4.267700e-02 relative change in Z: 9.272202e-02 RADI step: 12 pc: -4.624748e+00 + 0.000000e+00i normalized residual: 4.334177e-02 relative change in Z: 6.031714e-02 RADI step: 13 pc: -4.955884e-03 + 0.000000e+00i normalized residual: 4.224669e-03 relative change in Z: 2.766628e-03 RADI step: 14 pc: -4.148474e+03 + 0.000000e+00i normalized residual: 1.893079e-03 relative change in Z: 8.057708e-01 RADI step: 15 pc: -9.544956e+01 + 0.000000e+00i normalized residual: 1.709084e-03 relative change in Z: 1.124349e-01 RADI step: 16 pc: -3.929615e+02 + 0.000000e+00i normalized residual: 1.580603e-03 relative change in Z: 2.147091e-01 RADI step: 17 pc: -4.402123e+01 + 0.000000e+00i normalized residual: 1.573369e-03 relative change in Z: 7.063560e-02 RADI step: 18 pc: -5.072252e-03 + 0.000000e+00i normalized residual: 1.572828e-03 relative change in Z: 7.575539e-04 RADI step: 19 pc: -1.244760e+05 + 0.000000e+00i normalized residual: 1.288151e-03 relative change in Z: 9.476746e-01 RADI step: 20 pc: -2.550884e+03 + 0.000000e+00i normalized residual: 1.178627e-03 relative change in Z: 1.236269e-01 RADI step: 21 pc: -1.989884e+00 + 0.000000e+00i normalized residual: 1.178542e-03 relative change in Z: 3.393657e-03 RADI step: 22 pc: -1.365710e+02 + 0.000000e+00i normalized residual: 1.175046e-03 relative change in Z: 2.807692e-02 RADI step: 23 pc: -3.694524e+06 + 0.000000e+00i normalized residual: 2.311225e-04 relative change in Z: 9.353425e-01 RADI step: 24 pc: -5.072256e-03 + 0.000000e+00i normalized residual: 2.311224e-04 relative change in Z: 3.093180e-05 RADI step: 25 pc: -1.667683e+04 + 0.000000e+00i normalized residual: 1.581918e-04 relative change in Z: 5.001227e-02 RADI step: 26 pc: -1.732932e+00 + 0.000000e+00i normalized residual: 1.581834e-04 relative change in Z: 4.829153e-04 RADI step: 27 pc: -1.837718e+02 + 0.000000e+00i normalized residual: 1.574734e-04 relative change in Z: 4.966974e-03 RADI step: 28 pc: -7.299948e+06 + 0.000000e+00i normalized residual: 1.229622e-04 relative change in Z: 3.086848e-01 RADI step: 29 pc: -5.071265e-03 + 0.000000e+00i normalized residual: 1.229622e-04 relative change in Z: 1.669139e-05 RADI step: 30 pc: -3.231355e+04 + 0.000000e+00i normalized residual: 9.054102e-05 relative change in Z: 3.849275e-02 RADI step: 31 pc: -1.785471e+00 + 0.000000e+00i normalized residual: 9.053733e-05 relative change in Z: 2.663204e-04 RADI step: 32 pc: -1.532272e+03 + 0.000000e+00i normalized residual: 8.888265e-05 relative change in Z: 7.742925e-03 RADI step: 33 pc: -7.300040e+06 + 0.000000e+00i normalized residual: 6.910066e-05 relative change in Z: 3.145313e-02 RADI step: 34 pc: -1.732368e+00 + 0.000000e+00i normalized residual: 6.909949e-05 relative change in Z: 2.284201e-04 RADI step: 35 pc: -9.937566e+04 + 0.000000e+00i normalized residual: 2.863382e-05 relative change in Z: 4.476690e-02 RADI step: 36 pc: -2.093668e+02 + 0.000000e+00i normalized residual: 2.857128e-05 relative change in Z: 1.613630e-03 RADI step: 37 pc: -3.746753e+03 + 0.000000e+00i normalized residual: 2.760528e-05 relative change in Z: 6.754995e-03 RADI step: 38 pc: -7.300040e+06 + 0.000000e+00i normalized residual: 2.142996e-05 relative change in Z: 1.756580e-02 RADI step: 39 pc: -3.537347e+00 + 0.000000e+00i normalized residual: 2.142927e-05 relative change in Z: 1.812068e-04 RADI step: 40 pc: -1.532049e+05 + 0.000000e+00i normalized residual: 5.401103e-06 relative change in Z: 2.827969e-02 RADI step: 41 pc: -1.219388e+02 + 0.000000e+00i normalized residual: 5.394629e-06 relative change in Z: 5.339972e-04 RADI step: 42 pc: -6.378063e+03 + 0.000000e+00i normalized residual: 5.097279e-06 relative change in Z: 3.803608e-03 RADI step: 43 pc: -7.299860e+06 + 0.000000e+00i normalized residual: 3.956160e-06 relative change in Z: 7.548048e-03 RADI step: 44 pc: -6.374519e+00 + 0.000000e+00i normalized residual: 3.955933e-06 relative change in Z: 1.044251e-04 RADI step: 45 pc: -1.532062e+05 + 0.000000e+00i normalized residual: 9.968252e-07 relative change in Z: 1.215311e-02 RADI step: 46 pc: -3.109070e+02 + 0.000000e+00i normalized residual: 9.939258e-07 relative change in Z: 3.658709e-04 RADI step: 47 pc: -1.041256e+03 + 0.000000e+00i normalized residual: 9.848637e-07 relative change in Z: 6.674568e-04 RADI step: 48 pc: -4.619818e+05 + 0.000000e+00i normalized residual: 3.953187e-10 relative change in Z: 7.011228e-03 RADI step: 49 pc: -1.055812e+01 + 0.000000e+00i normalized residual: 3.935966e-10 relative change in Z: 1.439461e-06 RADI step: 50 pc: -2.766855e+04 + 0.000000e+00i normalized residual: 5.106334e-11 relative change in Z: 2.857162e-05 RADI step: 51 pc: -6.481505e+03 + 0.000000e+00i normalized residual: 4.055721e-12 relative change in Z: 7.839376e-06 RADI step: 52 pc: -4.569042e+03 + 0.000000e+00i normalized residual: 1.087782e-12 relative change in Z: 2.239776e-06 RADI step: 53 pc: -1.704320e+01 + 0.000000e+00i normalized residual: 9.973381e-13 relative change in Z: 1.088876e-07 RI step: 1 normalized residual: 3.356225e-02 relative change in Z: 1.000000e+00 number of RADI steps: 53 RADI step: 1 pc: -7.574421e+00 + 0.000000e+00i normalized residual: 9.974283e-01 relative change in Z: 1.000000e+00 RADI step: 2 pc: -3.220744e+00 + 0.000000e+00i normalized residual: 9.913783e-01 relative change in Z: 6.216922e-01 RADI step: 3 pc: -4.872673e-03 + 0.000000e+00i normalized residual: 1.123939e-04 relative change in Z: 9.903921e-01 RADI step: 4 pc: -1.975461e+00 + 0.000000e+00i normalized residual: 1.113818e-04 relative change in Z: 2.264970e-02 RADI step: 5 pc: -4.976483e-03 + 0.000000e+00i normalized residual: 1.610903e-07 relative change in Z: 1.044024e-02 RADI step: 6 pc: -8.610186e+01 + 0.000000e+00i normalized residual: 4.827575e-08 relative change in Z: 9.088001e-02 RADI step: 7 pc: -1.324074e+01 + 0.000000e+00i normalized residual: 3.435078e-08 relative change in Z: 2.870125e-02 RADI step: 8 pc: -4.713681e+00 + 0.000000e+00i normalized residual: 3.290065e-08 relative change in Z: 1.586653e-02 RADI step: 9 pc: -2.928941e+00 + 0.000000e+00i normalized residual: 3.218537e-08 relative change in Z: 1.231829e-02 RADI step: 10 pc: -1.835636e+03 + 0.000000e+00i normalized residual: 6.682073e-09 relative change in Z: 1.410303e-01 RADI step: 11 pc: -4.976497e-03 + 0.000000e+00i normalized residual: 6.681494e-09 relative change in Z: 2.314884e-04 RADI step: 12 pc: -8.100721e+01 + 0.000000e+00i normalized residual: 3.752070e-09 relative change in Z: 2.522863e-02 RADI step: 13 pc: -1.336724e+01 + 0.000000e+00i normalized residual: 3.498875e-09 relative change in Z: 8.943886e-03 RADI step: 14 pc: -1.147559e+02 + 0.000000e+00i normalized residual: 2.562014e-09 relative change in Z: 2.354616e-02 RADI step: 15 pc: -1.307415e-01 + 0.000000e+00i normalized residual: 2.561363e-09 relative change in Z: 7.328727e-04 RADI step: 16 pc: -7.606032e+04 + 0.000000e+00i normalized residual: 1.715988e-09 relative change in Z: 2.041502e-01 RADI step: 17 pc: -4.250217e+00 + 0.000000e+00i normalized residual: 1.696639e-09 relative change in Z: 3.355057e-03 RADI step: 18 pc: -2.952055e+03 + 0.000000e+00i normalized residual: 7.117716e-10 relative change in Z: 5.563952e-02 RADI step: 19 pc: -1.241621e+03 + 0.000000e+00i normalized residual: 4.657995e-10 relative change in Z: 2.812855e-02 RADI step: 20 pc: -1.574560e+00 + 0.000000e+00i normalized residual: 4.650671e-10 relative change in Z: 9.768987e-04 RADI step: 21 pc: -6.189849e+05 + 0.000000e+00i normalized residual: 3.106910e-10 relative change in Z: 3.557936e-01 RADI step: 22 pc: -3.827684e+01 + 0.000000e+00i normalized residual: 3.008424e-10 relative change in Z: 3.625177e-03 RADI step: 23 pc: -1.972188e+04 + 0.000000e+00i normalized residual: 1.865602e-10 relative change in Z: 6.043148e-02 RADI step: 24 pc: -3.560785e+03 + 0.000000e+00i normalized residual: 1.717880e-10 relative change in Z: 2.435425e-02 RADI step: 25 pc: -7.299434e+06 + 0.000000e+00i normalized residual: 1.968735e-11 relative change in Z: 4.690285e-01 RADI step: 26 pc: -2.019993e+00 + 0.000000e+00i normalized residual: 1.937090e-11 relative change in Z: 2.002453e-04 RADI step: 27 pc: -1.502418e+05 + 0.000000e+00i normalized residual: 1.588878e-11 relative change in Z: 1.270581e-02 RADI step: 28 pc: -3.802545e+01 + 0.000000e+00i normalized residual: 1.122051e-11 relative change in Z: 7.196278e-04 RADI step: 29 pc: -1.391610e+04 + 0.000000e+00i normalized residual: 9.011607e-12 relative change in Z: 2.704259e-03 RADI step: 30 pc: -2.129748e+01 + 0.000000e+00i normalized residual: 7.351019e-12 relative change in Z: 4.155734e-04 RADI step: 31 pc: -7.300039e+06 + 0.000000e+00i normalized residual: 7.294359e-12 relative change in Z: 2.346280e-03 RADI step: 32 pc: -5.155105e+02 + 0.000000e+00i normalized residual: 5.103890e-13 relative change in Z: 9.417067e-04 RI step: 2 normalized residual: 1.335744e-05 relative change in Z: 1.918792e-08 number of RADI steps: 32 RADI step: 1 pc: -2.822825e+00 + 0.000000e+00i normalized residual: 9.929784e-01 relative change in Z: 1.000000e+00 RADI step: 2 pc: -4.969368e-03 + 0.000000e+00i normalized residual: 1.059618e-07 relative change in Z: 9.964831e-01 RADI step: 3 pc: -1.823037e+01 + 0.000000e+00i normalized residual: 1.058448e-07 relative change in Z: 2.068909e-05 RADI step: 4 pc: -4.996010e+00 + 0.000000e+00i normalized residual: 1.054222e-07 relative change in Z: 2.260487e-05 RADI step: 5 pc: -2.908038e+00 + 0.000000e+00i normalized residual: 1.047015e-07 relative change in Z: 2.699947e-05 RADI step: 6 pc: -2.051170e+00 + 0.000000e+00i normalized residual: 1.036905e-07 relative change in Z: 3.180224e-05 RADI step: 7 pc: -4.972615e-03 + 0.000000e+00i normalized residual: 1.444383e-16 relative change in Z: 3.220086e-04 RI step: 3 normalized residual: 2.076327e-12 relative change in Z: 4.678203e-12 number of RADI steps: 7 solving the filter equation took 0.72 seconds
Compute real residuals.
absControl = norm(eqn.A_' * (outControl.Z * outControl.Z') * eqn.E_ ... + eqn.E_' * (outControl.Z * outControl.Z') * eqn.A_ ... + eqn.E_' * (outControl.Z * outControl.Z') * (1/gam^2 * (B1 * B1') ... - eqn.B2 * eqn.B2') * (outControl.Z * outControl.Z') * eqn.E_ ... + C1' * C1, 2); relControl = absControl / norm(C1 * C1', 2); fprintf(1, '\nControl -> set tolerance vs. real residual: %e | %e\n', ... opts.ri.res_tol, relControl); absFilter = norm(eqn.A_ * (outFilter.Z * outFilter.Z') * eqn.E_' ... + eqn.E_ * (outFilter.Z * outFilter.Z') * eqn.A_' ... + eqn.E_ * (outFilter.Z * outFilter.Z') * (1/gam^2 * (C1' * C1) ... - eqn.C2' * eqn.C2) * (outFilter.Z * outFilter.Z') * eqn.E_' ... + B1 * B1', 2); relFilter = absFilter / norm(B1' * B1, 2); fprintf(1, 'Filter -> set tolerance vs. real residual: %e | %e\n', ... opts.ri.res_tol, relFilter); if istest assert(relControl < opts.ri.res_tol, ... 'MESS:TEST:accuracy','unexpectedly inaccurate result'); assert(relFilter < opts.ri.res_tol, ... 'MESS:TEST:accuracy','unexpectedly inaccurate result'); end
Control -> set tolerance vs. real residual: 1.000000e-09 | 3.268214e-11 Filter -> set tolerance vs. real residual: 1.000000e-09 | 6.461968e-11