view scripts/control/lyap.m @ 1194:621fef7bcca1

[project @ 1995-03-31 05:11:53 by jwe]
author jwe
date Fri, 31 Mar 1995 05:12:26 +0000
parents 3f257ab07921
children 611d403c7f3d
line wrap: on
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# Copyright (C) 1993, 1994, 1995 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, 675 Mass Ave, Cambridge, MA 02139, USA.

function x = lyap (a, b, c)

# 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).

# Written by A. S. Hodel (scotte@eng.auburn.edu) August 1993.
  

  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