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Topic: Solve the system of equations II
Replies: 2   Last Post: Feb 15, 2013 12:57 PM

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Milos Milenkovic

Posts: 189
Registered: 4/4/09
Re: Solve the system of equations II
Posted: Feb 15, 2013 12:57 PM
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yes it is very similar to discrete time Lyapunov eq. AXA' - BxB' + D = 0 except for signs in the front of second and third term. And D is not symmetric. For D to change sign is not problem, but what with BxB'? Also, how to transform asymmetric in symmetric matrix?


"Steven_Lord" <> wrote in message <kfljqi$5sg$>...
> "Milos Milenkovic" <> wrote in message
> news:kflhuv$rvf$

> > Dear all,
> >> > > > what if there is an implicit conditional equation like D=B*X*B' +
> >> > > > A*X*A', X=?, A,B,D are known. Can I use the concept proposed by
> >> > > > Greg?

> That's _almost_ in the form specified for the DLYAP function's generalized
> solver.
> Alternately you may be able to translate it into the form of the generalized
> equation solved by LYAP.
> --
> Steve Lord
> To contact Technical Support use the Contact Us link on

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