sol.rationalmatrix.euqation: Solve Rational Matrix Equation

In SolveRationalMatrixEquation: Solve Rational Matrix Equation

Description

Given a symmetrix positive definite matrix Q and a non-singular matrix L, Find symmetric positive definite solution X such that X = Q + L (X inv) L^T

Usage

sol.rationalmatrix.euqation(Q, L, num_iterations = 50)

Arguments

Q	a symmetrix postive definite matrix of real numbers
L	a non-singular matrix of real numbers
num_iterations	Number of iterations to run for convergence

Value

X : solution to the equation X = Q + L (X inv) L^T

Examples

sol.rationalmatrix.euqation(matrix(c(2,-1,-1,2), 2, 2), rbind(c(2,3),c(2,1)))

SolveRationalMatrixEquation documentation built on May 2, 2019, 2:45 p.m.