scipy.linalg.solve_lyapunov

scipy.linalg.solve_lyapunov(a, q)

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.