functiondlyapunov

Solution of continuous-time Lyapunov equation A'X*A - X = C

Information

Function laypunov computes the solution X of the continuous-time Lyapunov equation 

XA + A'*X = C.

using the Schur method for Lyapunov equations proposed by Bartels and Stewart [1].

References

 [1] Bartels, R.H. and Stewart G.W. (1972):
Algorithm 432: Solution of the matrix equation AX + XB = C. Comm. ACM., Vol. 15, pp. 820-826.
 

Inputs

TypeNameDefaultDescription
Real[:,size(A, 1)]A
Real[size(A, 1),size(A, 2)]C
RealepsModelica.Math.Matrices.norm(A, 1)*10*Modelica.Constants.eps

Outputs

TypeNameDefaultDescription
Real[size(A, 1),size(A, 2)]Xsolution of the Lyapunov equation

Revisions

Date Author Comment
2010-05-31 Marcus Baur, DLR-RM Realization