void test_randomDiscrete(int n, int m, int repeats=1)
{
ASSERT_TRUE(N==n||N==Dynamic);
ASSERT_TRUE(M==m||M==Dynamic);
typedef typename Eigen::Matrix<Scalar,N,N> AMatrix;
typedef typename Eigen::Matrix<Scalar,N,1> AVector;
typedef typename Eigen::Matrix<Scalar,N,M> BMatrix;
typedef typename Eigen::Matrix<Scalar,M,N> GMatrix;
typedef typename Eigen::Matrix<Scalar,M,M> WMatrix;
AMatrix Q = AMatrix::Random(n,n);
Q*=Q.transpose();
WMatrix R = WMatrix::Random(m,m);
R*=R.transpose();
GMatrix G(m,n);
for(int i=0;i<repeats;++i)
{
const AMatrix & A = 3*AMatrix::Random(n,n);
const BMatrix & B = 3*BMatrix::Random(n,m);
if(LQR::isCommandable(A,B))
{
LQR::LQRDP<AMatrix,BMatrix,AMatrix,BMatrix>::run(A,B,Q,Q,R,0.01,G);
const AVector & x0 = AVector::Random(n,1);
ASSERT_TRUE(test_convergenceDiscrete(A+B*G,x0));
ASSERT_TRUE(LQR::isConvergingDiscrete(A,B,G));
}
}
}
void test_random(int n, int m, int repeats=1)
{
ASSERT_TRUE(N==n||N==Dynamic);
ASSERT_TRUE(M==m||M==Dynamic);
typedef typename Eigen::Matrix<Scalar,N,N> AMatrix;
typedef typename Eigen::Matrix<Scalar,N,1> AVector;
typedef typename Eigen::Matrix<Scalar,N,M> BMatrix;
typedef typename Eigen::Matrix<Scalar,M,N> GMatrix;
typedef typename Eigen::Matrix<Scalar,M,M> WMatrix;
GMatrix G(m,n);
for(int i=0;i<repeats;++i)
{
AMatrix Q = AMatrix::Random(n,n);
Q*=Q.transpose();
WMatrix R = WMatrix::Random(m,m);
R*=R.transpose();
const AMatrix & A = AMatrix::Random(n,n);
const BMatrix & B = BMatrix::Random(n,m);
if(LQR::isCommandable(A,B))
{
LQR::LQRDP<AMatrix,BMatrix,AMatrix,BMatrix>::runContinuous(A,B,Q,R,G);
ASSERT_TRUE(LQR::isConverging(A,B,G));
//This test might fail for big matrices => disabled
// const AVector & x0 = 10*AVector::Random(n,1);
// ASSERT_TRUE(test_convergence(A+B*G,x0,0.1));
}
}
}
