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Parallel algorithm for solving LQR problems using recursive Schur Compliments

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rsLQR

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This package implements a parallel algorithm or solving LQR problems. The package provides better performance for long horizon problems than existing parallel sparse linear system solvers, including Pardiso and HSL MA86. See documentation for details on implementation, installation, and the provided features.

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Parallel algorithm for solving LQR problems using recursive Schur Compliments

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