Mercurial > hg > octave-nkf
view scripts/control/base/lyap.m @ 11651:74de76325d12 release-3-0-x
more xGELSD workspace fixes
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Fri, 15 Feb 2008 18:55:45 -0500 |
parents | a1dbe9d80eee |
children |
line wrap: on
line source
## Copyright (C) 1996, 1997, 2000, 2002, 2004, 2005, 2006, 2007 ## 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 3 of the License, 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, see ## <http://www.gnu.org/licenses/>. ## -*- 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 @acronym{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 @command{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) print_usage (); endif if ((n = issquare(a)) == 0) error ("lyap: a is not square"); endif if (nargin == 2) ## Transform Lyapunov equation to Sylvester equation form. if ((m = issquare (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 = issquare (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