Function Reference: lyap

Function File: x = lyap (a, b)
Function File: x = lyap (a, b, c)
Function File: x = lyap (a, b, [], e)

Solve continuous-time Lyapunov or Sylvester equations.

Equations

 
 
 AX + XA' + B = 0      (Lyapunov Equation)

 AX + XB + C = 0       (Sylvester Equation)

 AXE' + EXA' + B = 0   (Generalized Lyapunov Equation)

Algorithm
Uses SB04MD and SG03AD, Copyright (c) 2020, SLICOT, available under the BSD 3-Clause (License and Disclaimer).

See also: lyapchol, dlyap, dlyapchol

Source Code: lyap