MathGroup Archive 2012

[Date Index] [Thread Index] [Author Index]

Search the Archive

Differential lyapunov euqation

  • To: mathgroup at
  • Subject: [mg125736] Differential lyapunov euqation
  • From: Obaid Ur Rehman <O.Rehman at>
  • Date: Fri, 30 Mar 2012 04:37:45 -0500 (EST)
  • Delivered-to:
  • References: <21038857.41440.1332916309211.JavaMail.root@m06>

Hi Guys,

Any body knows how to solve Differential Lyapunov equation

P'[x]= A P[x] + P[x] Transpose[A]+Q
where A, B, and Q square matrices?

I tried using Dsolve but apparently it doesn't solve matrix differential equation.

Thanks in advance


  • Prev by Date: Re: prim algorithm
  • Next by Date: Derivatives in replacement rules
  • Previous by thread: Re: solve trig equations
  • Next by thread: Derivatives in replacement rules