This is documentation for an old release of SciPy (version 0.11.0). Read this page Search for this page in the documentation of the latest stable release (version 1.15.1).

scipy.linalg.solve_lyapunov

scipy.linalg.solve_lyapunov(a, q)

Solves the continuous Lyapunov equation (AX + XA^H = Q) given the values of A and Q using the Bartels-Stewart algorithm.

Parameters :

a : array_like

A square matrix

q : array_like

Right-hand side square matrix

Returns :

x : array_like

Solution to the continuous Lyapunov equation

See also

solve_sylvester

computes the solution to the Sylvester equation

Notes

Because the continuous Lyapunov equation is just a special form of the Sylvester equation, this solver relies entirely on solve_sylvester for a solution.