solve_lyapunov: Solve the Lyapunov Equation

View source: R/bures-wasserstein.R

solve_lyapunovR Documentation

Solve the Lyapunov Equation

Description

Solves the Lyapunov equation L P + P L = V for L.

Usage

solve_lyapunov(p, v)

Arguments

p

A symmetric positive-definite matrix of class dppMatrix.

v

A symmetric matrix of class dspMatrix.

Value

A symmetric matrix of class dspMatrix, representing the solution L.


riemtan documentation built on June 8, 2025, 9:39 p.m.