The equation, with a negative definite, yields a unique positive definite solution if and only if the eigenvalues of are in the closed left half-plane.

The continuous Lyapunov equation is a special form of the Sylvester equation, hence this solver relies on LAPACK routine ?TRSYL.

Use lyap to solve the special and general forms of the Lyapunov equation. Lyapunov equations arise in several areas of control, including stability theory.

LinearAlgebra LyapunovSolve solve the continuous Lyapunov equation Calling Sequence Parameters Options Description Examples Calling Sequence LyapunovSolve( ...

24 окт. 2024 г. · linmeq function for solving Sylvester and Lyapunov equations using SLICOT routines SB04MD, SB04ND, SB04PD, SB04QD, SB04RD, SB03MD, and SB03OD.

Solves the discrete Lyapunov equation A X A H − X + Q = 0 . Square matrices corresponding to A and Q in the equation above respectively. Must have the same ...

%LYAP2 Lyapunov equation solution using eigenvalue decomposition. % X = LYAP2(A,C) solves the special form of the Lyapunov matrix.

The Lyapunov equation, named after the Russian mathematician Aleksandr Lyapunov, is a matrix equation used in the stability analysis of linear dynamical ... Application to stability · Analytic solution · Discrete time

This collection of Julia functions is an attemp to implement high performance numerical software to solve several classes of Lyapunov, Sylvester and Riccati ...

The elliptical function region approach has been implemented with a set of MATLAB programs for solving Lyapunov, Sylvester and generalized Sylvester equations.