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CHANGELOG.md

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v0.4

  • Fix LDLᵀ compression for indefinite objects (d6a649ad62ab6d413ce82e5a2b0090de813a33de)
  • Add callbacks to allow user to gather information during solve calls; see docstring of the Callbacks module for more info
  • Add configurable shift strategies; see docstring of the Shifts module for more info
  • Change default shift strategy. While this is not API breaking, it does affect the convergence behavior. (7b32660af73c23c0d710b215705688842aa0bb70)
  • Fix order of automatic/projection shifts: ensure that complex shifts occur in conjugated pairs directly one after the other (e36a1163f9db4796b334fbdf23c23ea4fd0aab9d)
  • Add Inexact Newton method following Dembo et al. (1982) and Benner et al. (2015) to solve AREs; see docstring of NewtonADI for more info

v0.3

  • Add license
  • Improve documentation
  • Breaking: Rename keyword arguments of solve(::GALEProblem, ::ADI; nsteps, rtol) to maxiters and reltol
  • Rename default branch to main

v0.2.2

  • Fix ADI (425d4001112fcff88b30c58f020b106e10a7ef7b)

v0.2.1

  • Add low-rank Ros2 (1345647c610c4561e0d63e8fbee65a85693d8156)

v0.2

  • Add LDLᵀ factorization (4811939893a98b6ebc6e442f6a85ff0dcde4b42e)
  • Add LowRankUpdate representation which supports \ via Sherman-Morrison-Woodbury (2b00c7bf0d817973d41d883773a68db173faaaa6)
  • Add low-rank Ros1 (implicit Euler) (c1d4bcf5c22fb71f85512e78c0071e58ffaf1397)
  • Dense solvers now support sparse E (331094d0ca4cc84f4ae2d13df41cc52b5d229663)

v0.1

  • Port Rosenbrock solvers from Lang 2017
  • Reuse Schur decomposition within Rosenbrock steps (3706742ac179c312b66de1ec41d57a7c2924a7af)