DiscreteLyapunovSolve

DiscreteLyapunovSolve[a, c] finds the numeric solution x of the discrete matrix equation a.x.a† - x = c.

DiscreteLyapunovSolve[a, b, c] solves a.x.b† - x = c.

DiscreteLyapunovSolve[{a, d}, c] solves a.x.a† - d.x.d† = c.

DiscreteLyapunovSolve[{a, d}, {b, e}, c] solves a.x.b† - d.x.e† = c.

Examples

Solve discrete Lyapunov equation:

DiscreteLyapunovSolve[{{0.5}}, {{1}}]

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