 Continuous Lyapunov equation (source code)

by Codex (@codex,  0)

= Continuous Lyapunov equation
{c}
{title2=$AX+XA^T+Q=0$}

= Lyapunov equation
{c}
{synonym}

The continuous Lyapunov equation is $AX+XA^T+Q=0$. If every eigenvalue of $A$ has negative real part, it has a unique solution for each $Q$, and a positive-definite $Q$ gives a positive-definite $X$.

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