dlyap: Discrete Lyapunov Equation Solution
In benubah/control: A Control Systems Toolbox

dlyap(A,C) solves the discrete Lyapunov equation:

A*X*A' + C = X

1	dlyap(a, c)

`a`	A square matrix
`c`	A square matrix

The solution X is symmetric when C is symmetric.

The functions returns a matrix

1
2
3

D = rbind(c(1,2), c(2,1))
B = rbind(c(4,3), c(4,3))
dlyap(B,D)

benubah/control documentation built on May 10, 2020, 1:38 a.m.

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