lyap: Continuous Lyapunov equation solution.

In benubah/control: A Control Systems Toolbox

Description

lyap(A, B) solves the particular Lyapunov equation:

A*X+X*A' = -B

lyap(A, B, C) solves the Sylvester equation

Usage

lyap(A, B, C = NULL)

Arguments

A	An appropriately dimensioned matrix
B	An appropriately dimensioned matrix
C	An appropriately dimensioned matrix

Details

This function solves the lyapunov equation using an eigenvalue decomposition. The solution X is symmetric when B is symmetric.

Value

The functions returns a matrix

Note

WARNING: This function assumes that there are no repeated eigenvalues. If repeated eigenvalues exist, then the solution may be unreliable.

See Also

dlyap

Examples

A = rbind(c(1,2), c(-3, -4))
Q = rbind(c(3,1), c(1,1))
lyap(A, Q)

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