dlyap: Solve discrete-time Lyapunov equations 'dlyap' solve the...

In gragusa/lyapunov: Calculate solution to discrete time Sylvester equation

AXA'-EXE'+Q=0.

Description

Solve discrete-time Lyapunov equations dlyap solve the discrete-time Lyapunov equations

AXA'-EXE'+Q=0.

Usage

dlyap(A, Q, E = NULL)

Arguments

A,	E, Q: Conformable suqare matrices.

Details

'dlyap' use 'BKDIS' from ALGORITHM 705, COLLECTED ALGORITHMS FROM ACM

Value

The solution matrix X.

Examples

X <- c(135.2810,    7.8288,   14.0392,    7.2220,
        7.8288,  100.5310,  -17.6854,  -12.2728,
       14.0392,  -17.6854,  103.4842,    4.5037,
        7.2220,  -12.2728,    4.5037,   88.2638)
X = matrix(X, 4, 4)
dlyap(A = X, Q = diag(4))
dlyap(A = X, Q = diag(4), E = crossprod(X))

gragusa/lyapunov documentation built on May 17, 2019, 8:19 a.m.