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 dppMatrix.

v

A symmetric matrix of class dspMatrix.

Value

A symmetric matrix of class dspMatrix, representing the solution L.


[Package riemtan version 0.1.0 Index]