Function Reference: dlyapchol

Function File: u = dlyapchol (a, b)
Function File: u = dlyapchol (a, b, e)

Compute Cholesky factor of discrete-time Lyapunov equations.

Equations

 
 
 A U' U A'  -  U' U  +  B B'  =  0           (Lyapunov Equation)

 A U' U A'  -  E U' U E'  +  B B'  =  0      (Generalized Lyapunov Equation)

Algorithm
Uses SLICOT SB03OD and SG03BD, Copyright (c) 2020, SLICOT, available under the BSD 3-Clause (License and Disclaimer).

See also: dlyap, lyap, lyapchol

Source Code: dlyapchol