Mercurial > hg > octave-thorsten
view scripts/control/lyap.m @ 3402:9610d364e444
[project @ 2000-01-05 04:36:38 by jwe]
author | jwe |
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date | Wed, 05 Jan 2000 04:36:51 +0000 |
parents | 0f515bc98460 |
children | 8625164a0a39 |
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## Copyright (C) 1996, 1997 Auburn University. All rights reserved. ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, write to the Free ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} lyap (@var{a}, @var{b}, @var{c}) ## @deftypefnx {Function File} {} lyap (@var{a}, @var{b}) ## Solve the Lyapunov (or Sylvester) equation via the Bartels-Stewart ## algorithm (Communications of the ACM, 1972). ## ## If @var{a}, @var{b}, and @var{c} are specified, then @code{lyap} returns ## the solution of the Sylvester equation ## @iftex ## @tex ## $$ A X + X B + C = 0 $$ ## @end tex ## @end iftex ## @ifinfo ## @example ## a x + x b + c = 0 ## @end example ## @end ifinfo ## If only @code{(a, b)} are specified, then @code{lyap} returns the ## solution of the Lyapunov equation ## @iftex ## @tex ## $$ A^T X + X A + B = 0 $$ ## @end tex ## @end iftex ## @ifinfo ## @example ## a' x + x a + b = 0 ## @end example ## @end ifinfo ## If @var{b} is not square, then @code{lyap} returns the solution of either ## @iftex ## @tex ## $$ A^T X + X A + B^T B = 0 $$ ## @end tex ## @end iftex ## @ifinfo ## @example ## a' x + x a + b' b = 0 ## @end example ## @end ifinfo ## @noindent ## or ## @iftex ## @tex ## $$ A X + X A^T + B B^T = 0 $$ ## @end tex ## @end iftex ## @ifinfo ## @example ## a x + x a' + b b' = 0 ## @end example ## @end ifinfo ## @noindent ## whichever is appropriate. ## ## Solves by using the Bartels-Stewart algorithm (1972). ## @end deftypefn ## Author: A. S. Hodel <a.s.hodel@eng.auburn.edu> ## Created: August 1993 ## Adapted-By: jwe function x = lyap (a, b, c) if (nargin != 3 && nargin != 2) usage ("lyap (a, b {,c})"); endif if ((n = is_square(a)) == 0) error ("lyap: a is not square"); endif if (nargin == 2) ## Transform Lyapunov equation to Sylvester equation form. if ((m = is_square (b)) == 0) if ((m = rows (b)) == n) ## solve a x + x a' + b b' = 0 b = b * b'; a = a'; else ## Try to solve a'x + x a + b' b = 0. m = columns (b); b = b' * b; endif if (m != n) error ("lyap: a, b not conformably dimensioned"); endif endif ## Set up Sylvester equation. c = b; b = a; a = b'; else ## Check dimensions. if ((m = is_square (b)) == 0) error ("lyap: b must be square in a sylvester equation"); endif [n1, m1] = size(c); if (n != n1 || m != m1) error("lyap: a,b,c not conformably dimensioned"); endif endif ## Call octave built-in function. x = syl (a, b, c); endfunction