Main Content

Matrix Computations

Controllability and observability, Lyapunov and Riccati equations

Functions

lyapContinuous Lyapunov equation solution
lyapcholSquare-root solver for continuous-time Lyapunov equation
dlyapSolve discrete-time Lyapunov equations
dlyapcholSquare-root solver for discrete-time Lyapunov equations
icareImplicit solver for continuous-time algebraic Riccati equations
idareImplicit solver for discrete-time algebraic Riccati equations
care(Not recommended) Continuous-time algebraic Riccati equation solution
dare(Not recommended) Solve discrete-time algebraic Riccati equations (DAREs)
gcare(Not recommended) Generalized solver for continuous-time algebraic Riccati equation
gdare(Not recommended) Generalized solver for discrete-time algebraic Riccati equation
ctrbControllability matrix
obsvObservability matrix
ctrbfCompute controllability staircase form
obsvfCompute observability staircase form
gramControllability and observability Gramians
gramOptionsOptions for the gram command
bdschurBlock-diagonal Schur factorization
normNorm of linear model