% -*- texinfo -*- % @deftypefn {Function File} {} dlyap (@var{a}, @var{b}) % Solve the discrete-time Lyapunov equation % % @strong{Inputs} % @table @var % @item a % @var{n} by @var{n} matrix; % @item b % Matrix: @var{n} by @var{n}, @var{n} by @var{m}, or @var{p} by @var{n}. % @end table % % @strong{Output} % @table @var % @item x % matrix satisfying appropriate discrete time Lyapunov equation. % @end table % % Options: % @itemize @bullet % @item @var{b} is square: solve % @iftex % @tex % $$ axa^T - x + b = 0 $$ % @end tex % @end iftex % @ifinfo % @code{a x a' - x + b = 0} % @end ifinfo % @item @var{b} is not square: @var{x} satisfies either % @iftex % @tex % $$ axa^T - x + bb^T = 0 $$ % @end tex % @end iftex % @ifinfo % @example % a x a' - x + b b' = 0 % @end example % @end ifinfo % @noindent % or % @iftex % @tex % $$ a^Txa - x + b^Tb = 0, $$ % @end tex % @end iftex % @ifinfo % @example % a' x a - x + b' b = 0, % @end example % @end ifinfo % @noindent % whichever is appropriate. % @end itemize % % @strong{Method} % Uses Schur decomposition method as in Kitagawa, % @cite{An Algorithm for Solving the Matrix Equation @math{X = F X F' + S}}, % International Journal of Control, Volume 25, Number 5, pages 745--753 % (1977). % % Column-by-column solution method as suggested in % Hammarling, @cite{Numerical Solution of the Stable, Non-Negative % Definite Lyapunov Equation}, @acronym{IMA} Journal of Numerical Analysis, Volume % 2, pages 303--323 (1982). % @end deftypefn