Solve continuous-time Lyapunov or Sylvester equations.
Equations
AX + XA' + B = 0 (Lyapunov Equation) AX + XB + C = 0 (Sylvester Equation) AXE' + EXA' + B = 0 (Generalized Lyapunov Equation)
Algorithm
Uses SLICOT SB03MD, SB04MD and SG03AD by courtesy of
NICONET e.V.
See also: lyapchol, dlyap, dlyapchol.
Package: control