From 5108d9ed4eb750e1f2afcbaa1f1a5d57aca91fd6 Mon Sep 17 00:00:00 2001
From: Jeff Armstrong <jeff@approximatrix.com>
Date: Sat, 13 Oct 2012 09:13:29 -0400
Subject: Added DARE example

---
 ccc2012/ccc2012.textile | 20 +++++++++++++++++++-
 1 file changed, 19 insertions(+), 1 deletion(-)

(limited to 'ccc2012/ccc2012.textile')

diff --git a/ccc2012/ccc2012.textile b/ccc2012/ccc2012.textile
index 7875c29..9fcb1d9 100644
--- a/ccc2012/ccc2012.textile
+++ b/ccc2012/ccc2012.textile
@@ -231,7 +231,25 @@ p=.  `X = A^T X A - ( A^T X B) (R + B^T X B)^-1 (B^T X A) + Q`
 h1. Distrusting Others
 
 {{{
-failed DARE...
+>>> from scipy import linalg
+>>> A
+array([[ 0.63399379,  0.54906824,  0.76253406],
+       [ 0.5404729 ,  0.53745766,  0.08731853],
+       [ 0.27524045,  0.84922129,  0.4681622 ]])
+>>> B
+array([[ 0.96861695],
+       [ 0.05532739],
+       [ 0.78934047]])
+>>> Q
+array([[ 1.,  0.,  0.],
+       [ 0.,  1.,  0.],
+       [ 0.,  0.,  1.]])
+>>> R
+array([[ 1.]])
+>>> linalg.solve_discrete_are(A, B, Q, R)
+array([[-2.67522766, -5.39447418,  2.19128542],
+       [-1.94918951, -3.15480639,  5.24379117],
+       [ 4.29133973,  8.10585767, -5.88895897]])
 }}}
 
 * Lies!
-- 
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