.Modelica_LinearSystems2.Math.Matrices.lyapunov

Information

Function laypunov computes the solution X of the continuous-time Lyapunov equation

XA + A'*X = C.

using the Schur method for Lyapunov equations proposed by Bartels and Stewart [1].

References

 [1] Bartels, R.H. and Stewart G.W. (1972):

Algorithm 432: Solution of the matrix equation AX + XB = C. Comm. ACM., Vol. 15, pp. 820-826.
 

Interface

function lyapunov
  import MatricesMSL = Modelica.Math.Matrices;
  import Modelica_LinearSystems2.Math.Matrices;
  input Real A[:, size(A, 1)];
  input Real C[size(A, 1), size(A, 2)];
  input Real eps = MatricesMSL.norm(A, 1)*10*Modelica.Constants.eps;
  output Real X[size(A, 1), size(A, 2)] "solution of the Lyapunov equation";
end lyapunov;

Revisions