Function File: u = dlyapchol (a, b)

Function File: u = dlyapchol (a, b, e)

Compute Cholesky factor of discrete-time Lyapunov equations.

Equations

A U' U A'  -  U' U  +  B B'  =  0           (Lyapunov Equation)

A U' U A'  -  E U' U E'  +  B B'  =  0      (Generalized Lyapunov Equation)

Algorithm
Uses SLICOT SB03OD and SG03BD by courtesy of NICONET e.V.

See also: dlyap, lyap, lyapchol.

Package: control