Let the caller set the iteration budget on the three doubling solvers #300 - #349
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nleonh wants to merge 2 commits into
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Let the caller set the iteration budget on the three doubling solvers #300#349nleonh wants to merge 2 commits into
nleonh wants to merge 2 commits into
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… (issue 300)
Add solve_discrete_riccati_with_budget to specify a custom budget
Add doctest for solve_discrete_riccati_with_budget
Add solve_discrete_lyapunov_with_budget to allow overwriting the default budget
* solve_discrete_lyapunov just invokes solve_discrete_lyapunov_with_budget with the default budget
* Added doctest
add budget option to eigendecomposition
Add new doctest to symmetric_eigendecomposition_with_budget
* Test how the maximum number of sweeps ("budget") affects the accuracy of the resulting eigenvalues
* Use a diferent matrix than symmetric_eigendecomposition
improve documentation of solve_discrete_lyapunov and solve_discrete_lyapunov_with_budget
fixed clippy warnings
(unnecessary returns in one-line functions)
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kmolan
reviewed
Sep 13, 2026
| /// assert!((worse_values[1] - correct_eigvalds[1]).abs() > 1e-9); | ||
| /// assert!((worse_values[2] - correct_eigvalds[2]).abs() > 1e-9); | ||
| /// ``` | ||
| pub fn symmetric_eigendecomposition_with_budget( |
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unlike the _with_budget() counterparts of the other two, this one does not cleanly exit upon non-convergence. It runs for _ in 0..max_sweeps, then unconditionally reads the diagonal as the eigenvalues. There's no DidNotConverge on that path at all. With 60 sweeps hardcoded that never mattered, but now it does.
kmolan
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Sep 13, 2026
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- Please also add tests for the newly added functions
lib.rsre-exportssolve_discrete_lyapunov,solve_discrete_riccatiat the crate root, but the new_with_budgetvariants weren't added there
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What & why
Fixes issue #300.
Allow users to specify a budget (number of passes/sweeps) when using
solve_discrete_riccati,solve_discrete_lyapunov,symmetric_eigendecomposition. In order to not break any existing project using this API, I have added functionssolve_discrete_riccati_with_budget,solve_discrete_lyapunov_with_budget,symmetric_eigendecomposition_with_budget. The old functions just invoke these with the default value (64, 64, 60). I have added sample code (doctests) that demonstrate how the outcome depends on the budget.I haven't changed the doctests of the functions without
_with_budgetto verify that they're still working.If there's anything wrong, please let me now - I'd be happy to improve the changes.
Checklist
cargo test+cargo clippy --all-targetsclean locallyunwrap/expect/panicon library paths (typed errors instead)