solve_lyapunov {riemtan} | R Documentation |
Solve the Lyapunov Equation
Description
Solves the Lyapunov equation L P + P L = V for L.
Usage
solve_lyapunov(p, v)
Arguments
p |
A symmetric positive-definite matrix of class |
v |
A symmetric matrix of class |
Value
A symmetric matrix of class dspMatrix
, representing the solution L.
[Package riemtan version 0.1.0 Index]