[R] Lyapunov Discrete Time Equation

[Kjetil Halvorsen]

¿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 following
page (705):

http://www.netlib.org/toms/

Kjetil B Halvorsen

On Fri, Jan 29, 2010 at 9:47 AM, Giuseppe <neox86 at gmail.com> wrote:
> 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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