Thread: Lyapunov equation

Hello Inzaghina! If examples are all your looking for then the most trivial and easiest to find are to either set , the Identity matrix, or . In the first case then you have that



so choose any arbitrary X matrix and the is given by the above. In the second case you have that



so this time pick any matrix for A and then use the above to give you an example of .

I have met this beast before but have to say that in my experience it's usually the case that you know and and need to find !