Code covered by the BSD License  

Highlights from
Ellipsoidal Toolbox (ET)

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from Ellipsoidal Toolbox (ET) by Alex Kurzhanskiy
Implementation of the ellipsoidal calculus and ellipsoidal methods for reachability analysis.

ell_stm_ode(t, x, mydata, n, back)
function dxdt = ell_stm_ode(t, x, mydata, n, back)
%
% ELL_STM_ODE - ODE for state transition matrix.
%

  if back > 0
    t = -t;
  end
  
  A  = ell_value_extract(mydata.A, t, [n n]);
  Z  = zeros(n, n);
  AA = A;
  ZZ = Z;
  
  for i = 1:(n - 1)
    AA = [AA ZZ; ZZ' A];
    ZZ = [ZZ; Z];
  end

  if back > 0
    dxdt = -AA * x;
  else
    dxdt = AA * x;
  end

  return;

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