<< slicot_sb04md | SLICOT | slicot_sb10jd >> |
[A_OUT, B_OUT, C_OUT, Z, INFO] = slicot_sb04qd(A_IN, B_IN, C_IN) |
The leading N-by-N part of this array must contain the coefficient matrix A of the equation.
The leading M-by-M part of this array must contain the coefficient matrix B of the equation.
The leading N-by-M part of this array must contain the coefficient matrix C of the equation.
The leading N-by-N upper Hessenberg part of this array contains the matrix H, and the remainder of the leading N-by-N part, together with the elements 2,3,...,N of array DWORK, contain the orthogonal transformation matrix U (stored in factored form).
The leading M-by-M part of this array contains the quasi-triangular Schur factor S of the matrix B'.
The leading N-by-M part of this array contains the solution matrix X of the problem.
The leading M-by-M part of this array contains the orthogonal matrix Z used to transform B' to real upper Schur form.
= 0: successful exit;
To solve for X the discrete-time Sylvester equation X + AXB = C, where A, B, C and X are general N-by-N, M-by-M, N-by-M and N-by-M matrices respectively. A Hessenberg-Schur method, which reduces A to upper Hessenberg form, H = U'AU, and B' to real Schur form, S = Z'B'Z (with U, Z orthogonal matrices), is used.
N = 3;
M = 3;
A_IN = [1.0 2.0 3.0;
6.0 7.0 8.0;
9.0 2.0 3.0];
B_IN = [7.0 2.0 3.0;
2.0 1.0 2.0;
3.0 4.0 1.0];
C_IN = [271.0 135.0 147.0;
923.0 494.0 482.0;
578.0 383.0 287.0];
[A_OUT, B_OUT, C_OUT, Z, INFO] = slicot_sb04qd(A_IN, B_IN, C_IN)
Version | Description |
---|---|
1.0.0 | initial version |
SLICOT Documentation