(Not recommended) Generalized solver for continuous-time algebraic Riccati equation
gcare is not recommended. Use icare
instead. For more information, see Compatibility Considerations.
[X,L,report] = gcare(H,J,ns)
[X1,X2,D,L] = gcare(H,...,'factor')
[X,L,report] = gcare(H,J,ns) computes the
unique stabilizing solution X of the continuous-time algebraic Riccati
equation associated with a Hamiltonian pencil of the form
The optional input ns is the row size of
the A matrix. Default values for J and ns correspond
to E = I and R = [ ].
Optionally, gcare returns the vector L of
closed-loop eigenvalues and a diagnosis report with
value:
-1 if the Hamiltonian pencil has jw-axis eigenvalues
-2 if there is no finite stabilizing solution X
0 if a finite stabilizing solution X exists
This syntax does not issue any error message when X fails
to exist.
[X1,X2,D,L] = gcare(H,...,'factor') returns
two matrices X1, X2 and a diagonal
scaling matrix D such that X = D*(X2/X1)*D.
The vector L contains the closed-loop eigenvalues.
All outputs are empty when the associated Hamiltonian matrix has eigenvalues
on the imaginary axis.