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
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 !