Function lyap #
Solves the Continuous-time Lyapunov equation AP+PA'+Q=0 for P, where
Q is an input matrix. When Q is symmetric, P is also symmetric. Notice
that different equivalent definitions exist for the Continuous-time
Lyapunov equation.
https://en.wikipedia.org/wiki/Lyapunov_equation
Syntax #
math.lyap(A, Q)
Parameters #
| Parameter |
Type |
Description |
A |
Matrix | Array |
Matrix A |
Q |
Matrix | Array |
Matrix Q |
Returns #
| Type |
Description |
| Matrix | Array |
Matrix P solution to the Continuous-time Lyapunov equation AP+PA'=Q |
Throws #
Examples #
const A = [[-2, 0], [1, -4]]
const Q = [[3, 1], [1, 3]]
const P = math.lyap(A, Q)
See also #
sylvester,
schur
