Description Usage Arguments Value References Examples
The Lyapunov equation is of form
AX + XA^\top = Q
where A and Q are square matrices of same size. Above form is also known as continuous form.
This is a wrapper of armadillo
's sylvester
function.
1 | lyapunov(A, Q)
|
A |
a (p\times p) matrix as above. |
Q |
a (p\times p) matrix as above. |
a solution matrix X of size (p\times p).
sanderson_armadillo_2016maotai
\insertRefeddelbuettel_rcpparmadillo_2014maotai
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | ## simulated example
# generate square matrices
A = matrix(rnorm(25),nrow=5)
X = matrix(rnorm(25),nrow=5)
Q = A%*%X + X%*%t(A)
# solve using 'lyapunov' function
solX = lyapunov(A,Q)
## Not run:
pm1 = "* Experiment with Lyapunov Solver"
pm2 = paste("* Absolute Error : ",norm(solX-X,"f"),sep="")
pm3 = paste("* Relative Error : ",norm(solX-X,"f")/norm(X,"f"),sep="")
cat(paste(pm1,"\n",pm2,"\n",pm3,sep=""))
## End(Not run)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.