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Math Help - Lyapunov equation

  1. #1
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    Nov 2007
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    Lyapunov equation

    Hello...I searched very much on the web... examples for matrices A and C for the Lyapunov equation:

    A* X + X * A' = C

    do u have any suggestion?


    thank you
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  2. #2
    Member
    Joined
    May 2009
    Posts
    127
    Hello Inzaghina! If examples are all your looking for then the most trivial and easiest to find are to either set A = I , the Identity matrix, or X = I . In the first case then you have that

    2X = C

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

    A + A^T = C

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

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