view scripts/control/lyap.m @ 2312:204cc7db6f4a

[project @ 1996-07-11 21:20:36 by jwe]
author jwe
date Thu, 11 Jul 1996 21:20:36 +0000
parents 2b5788792cad
children 5ca126254d15
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### Copyright (C) 1996 John W. Eaton
###
### 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 2, 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, write to the Free
### Software Foundation, 59 Temple Place - Suite 330, Boston, MA
### 02111-1307, USA.

## Usage: x = lyap (a, b {,c})
##
## If (a, b, c) are specified, then lyap returns the solution of the
## Sylvester equation
##
##   a x + x b + c = 0
##
## If only (a, b) are specified, then lyap returns the solution of the 
## Lyapunov equation
##
##   a' x + x a + b = 0
##
## If b is not square, then lyap returns the solution of either
##
##   a' x + x a + b' b = 0 	
##
## or
##
##   a x + x a' + b b' = 0
##
## whichever is appropriate.
##
## Solves by using the Bartels-Stewart algorithm (1972).

## Author: A. S. Hodel <scotte@eng.auburn.edu>
## Created: August 1993
## Adapted-By: jwe

function x = lyap (a, b, c)

  if (nargin != 3 && nargin != 2)
    usage ("lyap (a, b {,c})");
  endif

  if ((n = is_square(a)) == 0)
    error ("lyap: a is not square");
  endif

  if (nargin == 2)

    ## Transform Lyapunov equation to Sylvester equation form.

    if ((m = is_square (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 = is_square (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