Compute Cholesky factor of continuous-time Lyapunov equations.
Equations
A U' U + U' U A' + B B' = 0 (Lyapunov Equation) A U' U E' + E U' U A' + B B' = 0 (Generalized Lyapunov Equation)
Algorithm
Uses SLICOT SB03OD and SG03BD by courtesy of
NICONET e.V.
See also: lyap, dlyap, dlyapchol.
Package: control