Lyapunov matrix equation

Allen L

Wed, Jan 6, 2010 1:29 PM

Dear R forumers,
Wondering if anyone knows of a package that can solve the lyapunov matrix
equation
C=ACA^T + B
in R? Currently I am exporting to Mathematica, solving and bringing the
results back in, but this is not ideal. Can R do this?
Thanks in advance,
Allen

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