sylSolve: Solve the sylvester equation AW + WB = C for W.

Description Usage Arguments Value

View source: R/util.R

Description

Solve the sylvester equation AW + WB = C for W.

Usage

1
sylSolve(A, B, C)

Arguments

A

d x d positive definite matrix

B

k x k positive definite matrix

C

d x k matrix

Value

The solution W


JimSkinner/stpca documentation built on May 28, 2019, 12:44 p.m.