¿Did you do your homework before posting? ¿Did you read the posting guide?
I do not know of anything in R, but searching the web gives a lot of info,
there is a good article in wikipedia, and there are a lot of papers accessible.
Code, which probably can be used with R, can be found on the followin
Dear all,
I need to solve the following Lyapunov Matrix equation:
C=ACA' + B,
with A and B given square symmetric matrices. Does anyone knows of a
package that can solve the lyapunov matrix equation in R? Or even a
C/Fortran implementation? I did not find one on netlib.
Thank you.
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