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I think there is an error in this line:
| copy!(bp,y_p); mul!(bp,C,du,1.0,-1.0) # bp = C*(A^-1 y_u) - y_p |
To my understanding it should be something like:
copy!(bp,y_p); mul!(bp,C,x_u,-1.0,1.0) # bp = y_p - C*(A^-1 y_u)
I was having wrong results in my application and this modification gives the good solution.
JordiManyer
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