Scilab Function

lyap - Lyapunov equation

Calling Sequence

[X]=lyap(A,C,'c')
[X]=lyap(A,C,'d')

Parameters

Description

solves the continuous time or discrete time matrix Lyapunov matrix equation:

A'*X + X*A = C       ( flag='c' )
A'*X*A - X = C       ( flag='d' )
Note that a unique solution exist if and only if an eigenvalue of A is
not an eigenvalue of -A (flag='c')  or 1 over an eigenvalue of A 
(flag='d').
   

Examples

See Also