SolveRationalMatrixEquation (version 0.1.0)

sol.rationalmatrix.euqation: Solve Rational Matrix Equation

Description

Given a symmetrix positive definite matrix Q and a non-singular matrix L, Find symmetric positive definite solution X such that X = Q + L (X inv) L^T

Usage

sol.rationalmatrix.euqation(Q, L, num_iterations = 50)

Arguments

Q

a symmetrix postive definite matrix of real numbers

L

a non-singular matrix of real numbers

num_iterations

Number of iterations to run for convergence

Value

X : solution to the equation X = Q + L (X inv) L^T

Examples

# NOT RUN {
sol.rationalmatrix.euqation(matrix(c(2,-1,-1,2), 2, 2), rbind(c(2,3),c(2,1)))
# }