lyap
lyap(A,Q)
Solves the Continuous-time Lyapunov equation AP+PA'+Q=0 for P
Try it yourself:
$1 | lyap([[-2, 0], [1, -4]], [[3, 1], [1, 3]])
| |
$2 | A = [[-2, 0], [1, -4]]
| |
$3 | Q = [[3, 1], [1, 3]]
| |
$4 | lyap(A,Q)
|