scipy.linalg.solve_lyapunov¶
- scipy.linalg.solve_lyapunov(a, q)[source]¶
Solves the continuous Lyapunov equation \(AX + XA^H = Q\).
Uses the Bartels-Stewart algorithm to find \(X\).
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.
New in version 0.11.0.