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Lyapunov equations

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darqfall
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Lyapunov equations

Sat Jun 23, 2012 11:02 am
Hello,

I'm working on a project for college and I need an algorithm to solve Lyapunov equarions.
Can I use the Eigen library to solve Lyapunov equations?
If not, can I develop myself easily an algorithm to solve Lyapunov equations with the Eigen Library?

Thanks,

Gabriel
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ggael
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Re: Lyapunov equations

Sat Jun 23, 2012 7:50 pm
sure, you can use the unsupported/Eigen/KroneckerProduct module to help you assemble the left hand side matrix and then call any linear solver (http://eigen.tuxfamily.org/dox-devel/gr ... gebra.html).
malsharif
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Re: Lyapunov equations

Wed Apr 08, 2015 9:46 am
@ggael, could you update the link please? it's not working anymore. Thanks
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ggael
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Re: Lyapunov equations

Wed Apr 08, 2015 10:56 am
done.


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