Function sylvester #

Solves the real-valued Sylvester equation AX+XB=C for X, where A, B and C are matrices of appropriate dimensions, being A and B squared. Notice that other equivalent definitions for the Sylvester equation exist and this function assumes the one presented in the original publication of the the Bartels- Stewart algorithm, which is implemented by this function. https://en.wikipedia.org/wiki/Sylvester_equation

Syntax #

math.sylvester(A, B, C)

Parameters #

Parameter Type Description
A Matrix | Array Matrix A
B Matrix | Array Matrix B
C Matrix | Array Matrix C

Returns #

Type Description
Matrix | Array Matrix X, solving the Sylvester equation

Throws #

Type | Description —- | ———–

Examples #

const A = [[-1, -2], [1, 1]]
const B = [[2, -1], [1, -2]]
const C = [[-3, 2], [3, 0]]
math.sylvester(A, B, C)      // returns DenseMatrix [[-0.25, 0.25], [1.5, -1.25]]

See also #

schur, lyap

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