lyap             Scilab Group             Scilab Function              lyap
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
   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' )
 Note that a unique solution exist if and only if an eigenvalue of A is
 not an eigenvalue of -A (flag='c')  or 1 over an eigenvalue of A 
 (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, obs_gram