Function lyap #
Solves the Continuous-time Lyapunov equation AP+PA’+Q=0 for P, where Q is an input matrix. When Q is symmetric, P is also symmetric. Notice that different equivalent definitions exist for the Continuous-time Lyapunov equation. https://en.wikipedia.org/wiki/Lyapunov_equation
Syntax #
math.lyap(A, Q)
Parameters #
| Parameter | Type | Description |
|---|---|---|
A |
Matrix | Array | Matrix A |
Q |
Matrix | Array | Matrix Q |
Returns #
| Type | Description |
|---|---|
| Matrix | Array | Matrix P solution to the Continuous-time Lyapunov equation AP+PA’=Q |
Throws #
Type | Description —- | ———–
Examples #
const A = [[-2, 0], [1, -4]]
const Q = [[3, 1], [1, 3]]
const P = math.lyap(A, Q)
