Differential lyapunov euqation

*To*: mathgroup at smc.vnet.net*Subject*: [mg125736] Differential lyapunov euqation*From*: Obaid Ur Rehman <O.Rehman at adfa.edu.au>*Date*: Fri, 30 Mar 2012 04:37:45 -0500 (EST)*Delivered-to*: l-mathgroup@mail-archive0.wolfram.com*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 Regards Obi