sylv¶

Sylvester equation.

Calling Sequence¶

sylv(A,B,C,flag)

:A,B,C three real matrices of appropriate dimensions. : :flag character string ( ‘c’ or ‘d’) :

X= sylv(A,B,C,’c’) computes X, solution of the “continuous time” Sylvester equation

A*X+X*B=C

X=sylv(A,B,C,’d’) computes X, solution of the “discrete time” Sylvester equation

A*X*B-X=C

A=`rand`_(4,4);C=`rand`_(4,3);B=`rand`_(3,3);
X = sylv(A,B,C,'c');
`norm`_(A*X+X*B-C)
X=sylv(A,B,C,'d')
`norm`_(A*X*B-X-C)