Timeline for Solving Lyapunov-like equation
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 13, 2014 at 20:04 | comment | added | Suvrit | @ViditNanda: thanks for catching that typo! $D$ is not diagonal (because I already assumed $A$ to be diagonal). | |
| Jun 13, 2014 at 20:03 | history | edited | Suvrit | CC BY-SA 3.0 |
fixed error in description
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| Jun 13, 2014 at 19:06 | comment | added | Vidit Nanda | Why are there two indices (i and j) in your expression for the entries of the diagonal matrix D? | |
| Sep 5, 2012 at 21:07 | comment | added | Federico Poloni | Let me underline that $X$ is symmetric whenever $B$ is (proof: clear from the integral formula). If I am interpreting it correctly, Hellen meant that $AX$ and $XA^T$ are one the transposed of the other with "$AX$ and $XA^T$ are symmetric". So what she thinks is a special case is in fact the general behaviour for symmetric $B$. | |
| Sep 5, 2012 at 13:02 | comment | added | Hellen | In your closed-form solution, when $B=I$, can we compute $$\int_{0}^{\infty} e^{-tA} \cdot {({e^{-tA}})}^T dt $$ in an easier way ? | |
| Sep 5, 2012 at 12:43 | history | answered | Suvrit | CC BY-SA 3.0 |