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[lrradi] Allow usage of symmetric nonsingular R and nontrivial S #2188

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@steff-mueller steff-mueller commented Sep 21, 2023

By instructions from @drittelhacker.

Fixes #2105.

@steff-mueller steff-mueller added the pr:new-feature Introduces a new feature label Sep 21, 2023
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Testing scripts for running standard and positive Riccati equation:
riccati_testing_scripts.zip

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The current state does not work for all cases (for instance S and R nontrivial at the same time). @lbalicki and @drittelhacker are trying to resolve the issues.

@sdrave sdrave added this to the 2024.1 milestone Feb 29, 2024
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Riccati solvers with S parameter
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