riccati_detailed_simulation.m

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function sim_data = riccati_detailed_simulation(model, model_data)
% sim_data = riccati_detailed_simulation(model, model_data)
%
%  Calculate the full solution for a given problem. This function relies on
%  the M.E.S.S. package from the MPI!
%
%  sim_data is a structure containing the following information
%     Z ..................... The low rank factor, P = Z Z'
sim_data = {};
[E,A,B,C] = riccati_assemble_system_matrices(model, model_data);

if ~exist('lrcf_nm_g_r3', 'function')
    R = eye(size(B,2));
    warning(['The function lrcf_nm_g_r3 could not be found. ', ...
        '"care" will be used which can result in very poor performance!'])
    sim_data.P = care(full(A),full(B),full(C'*C),full(R),full(B*0),full(E));
    
    % Calculate the low rank factor:
    [V,D] = eigs(sim_data.P, size(A,1)-1);
    sim_data.Z = real(V*sqrt(D));
    sim_data.Z(:, find(diag(sqrt(D)) < sqrt(eps))) = [];
else
    K0 = [];
    if isfield(model_data, 'K_in')
        K0 = model_data.K_in';
    end
    
    maxnm = 100;
    maxadi = 200;
    
    warning('off','all')
    [Z,~,nmiter,adimax,rc,res_norm] = lrcf_nm_g_r3(A,B,C,E,K0,maxnm,maxadi);
    warning('on','all');
    solver_info.res_norm = res_norm;
    solver_info.rc = rc;
    solver_info.adimax = adimax;
    solver_info.nmiter = nmiter;
    sim_data.solver_info = solver_info;
    sim_data.Z = real(Z);
end