Lyapunov Discrete Time Equation
?Did you do your homework before posting? ?Did you read the posting guide? I do not know of anything in R, but searching the web gives a lot of info, there is a good article in wikipedia, and there are a lot of papers accessible. Code, which probably can be used with R, can be found on the following page (705): http://www.netlib.org/toms/ Kjetil B Halvorsen
On Fri, Jan 29, 2010 at 9:47 AM, Giuseppe <neox86 at gmail.com> wrote:
Dear all, I need to solve the following Lyapunov Matrix equation: C=ACA' + B, with A and B given square symmetric matrices. Does anyone knows of a package that can solve the lyapunov matrix equation in R? Or even a C/Fortran implementation? I did not find one on netlib. Thank you.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.