Description Usage Arguments Details Value Examples
clyap
solve the continuous-time Lyapunov equations
BX + XB' + C=0
Using the Bartels-Stewart algorithm with Hessenberg–Schur decomposition. Optionally the Hessenberg-Schur decomposition can be returned.
1 |
B |
Square matrix |
C |
Square matrix |
Q |
Square matrix, the orthogonal matrix used to transform the original equation |
all |
logical |
If the matrix Q
is set then the matrix B
is assumed to be in upper quasi-triangular form
(Hessenberg-Schur canonical form),
as required by LAPACK subroutine DTRSYL
and Q
is
the orthogonal matrix associated with the Hessenberg-Schur form
of B
.
Usually the matrix Q
and the appropriate form of B
are obtained by a first call to clyap(B, C, all = TRUE)
clyap
uses lapack subroutines:
DGEES
DTRSYL
DGEMM
The solution matrix X
if all = FALSE
. If
all = TRUE
a list with components X
, B
and Q
. Where B
and Q
are the
Hessenberg-Schur form of the original matrix B
and the orthogonal matrix that performed the transformation.
1 2 3 4 5 6 7 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.