solve_continuous_lyapunov(a, q)
Uses the Bartels-Stewart algorithm to find $X$ .
The continuous Lyapunov equation is a special form of the Sylvester equation, hence this solver relies on LAPACK routine ?TRSYL.
Solution to the continuous Lyapunov equation
Solves the continuous Lyapunov equation $AX + XA^H = Q$ .
solve_discrete_lyapunov
computes the solution to the discrete-time Lyapunov equation
solve_sylvester
computes the solution to the Sylvester equation
>>> from scipy import linalg
... a = np.array([[-3, -2, 0], [-1, -1, 0], [0, -5, -1]])
... b = np.array([2, 4, -1])
... q = np.eye(3)
... x = linalg.solve_continuous_lyapunov(a, q)
... x array([[ -0.75 , 0.875 , -3.75 ], [ 0.875 , -1.375 , 5.3125], [ -3.75 , 5.3125, -27.0625]])
>>> np.allclose(a.dot(x) + x.dot(a.T), q) TrueSee :
The following pages refer to to this document either explicitly or contain code examples using this.
scipy.linalg._solvers.solve_discrete_lyapunov
scipy.linalg._solvers.solve_continuous_lyapunov
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