Lyapunov.m

classdef Lyapunov < ARE.GammaCalculation.GammaCalculatorInterface
% LYAPUNOV
% Calculate the value of the inverse operator by solving the Lyapunov
% equation
%
%   E^T H E + A_X^T H A_X = I_n
%
% Then gamma = || H ||.
%
%  Andreas Schmidt, 2016
    methods
        function data = gen_detailed_data(this, model, model_data, detailed_data)
            % Store some additional data for the online calculation
            % Actually, we need nothing!
            data = {'empty'};
        end
        
        function fn = gen_reduced_data(rmodel, model_data, ...
                detailed_data, reduced_data)
            fn = @(rmodel, reduced_data, rbsim) -1;
        end
        
        function gamma = calculate(this, model, model_data, dsim)
            [E,A,B,~,~,R] = model.assemble(model_data);
            Y = A - B*inv(R+B'*dsim.Z*dsim.Z'*B)*B'*dsim.Z*dsim.Z'*A;
            gamma = normest(dlyap( Y', -eye(model.n), [], -E'));
        end
        
    end
end