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Lyapunov Equations (G Dataflow)

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Last Modified: March 15, 2017

Solves the Lyapunov matrix equation.

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matrix type

The matrix type of matrix A.

Specifying the matrix type allows this node to execute more quickly by avoiding unnecessary computations, which could introduce numerical inaccuracy.

Name Value Description
General 0 A matrix that you cannot describe with one of the other categories.
Upper Triangular 3 An upper triangular.

Default: Upper Triangular

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matrix A

Matrix A in the Lyapunov equation.

This input accepts a 2D array of double-precision, floating point numbers or 2D array of complex double-precision, floating point numbers.

This input must be a square matrix or upper quasi-triangular matrix in canonical Schur form.

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matrix B

Matrix B in the Lyapunov equation.

This input accepts a 2D array of double-precision, floating point numbers or 2D array of complex double-precision, floating point numbers.

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equation type

Type of Lyapunov equation.

Name Value Description
Continuous 0 Solves the continuous Lyapunov equation.
Discrete 1 Solves the discrete Lyapunov equation.

Default: Continuous

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error in

Error conditions that occur before this node runs.

The node responds to this input according to standard error behavior.

Standard Error Behavior

Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

error in does not contain an error error in contains an error
If no error occurred before the node runs, the node begins execution normally.

If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

Default: No error

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matrix X

Solution to the Lyapunov equation.

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scale

Scaling factor of the Lyapunov equation.

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error out

Error information.

The node produces this output according to standard error behavior.

Standard Error Behavior

Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

error in does not contain an error error in contains an error
If no error occurred before the node runs, the node begins execution normally.

If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

Solving Lyapunov Matrix Equations

The following equation defines the continuous Lyapunov equation:

AX + XAH = αB

where AH is the conjugate transpose of A and α is a scaling factor used to avoid overflow in X.

The continuous Lyapunov equation has a unique solution if and only if λi + λ*j ≠ 0 for all eigenvalues of A, where λ* is the complex conjugate of λ.

The following equation defines the discrete Lyapunov equation:

AXAH - X = αB

where AH is the conjugate transpose of A and alpha is a scaling factor used to avoid overflow in X.

The discrete Lyapunov equation has a unique solution if and only if λiλ*j ≠ 1 for all eigenvalues of A, where λ* is the complex conjugate of λ.

Where This Node Can Run:

Desktop OS: Windows

FPGA: This product does not support FPGA devices

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