File: lyap.cat

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lyap(G)                        Scilab Function                        lyap(G)
NAME
  lyap  - Lyapunov equation

CALLING SEQUENCE
  [X]=lyap(A,C,'c')
  [X]=lyap(A,C,'d')

PARAMETERS

  A, C      : real square matrices, C must be symmetric

DESCRIPTION
  X = lyap(A,C,flag) solves the continuous time or discrete time  matrix
  Lyapunov matrix equation:
  A'*X + X*A = C       ( flag='c' )
  A'*X*A - X = C       ( flag='d' )

EXAMPLE
  A=rand(4,4);C=rand(A);C=C+C';
  X=lyap(A,C,'c');
  A'*X + X*A -C
  X=lyap(A,C,'d');
  A'*X*A - X -C

SEE ALSO
  sylv, ctr_gram