[A_OUT, B_OUT, C_OUT, Z, INFO] = slicot_sb04md(A_IN, B_IN, C_IN)
| Parameter | Description |
|---|---|
| A_IN | The leading N-by-N part of this array must contain the coefficient matrix A of the equation. |
| B_IN | The leading M-by-M part of this array must contain the coefficient matrix B of the equation. |
| C_IN | The leading N-by-M part of this array must contain the coefficient matrix C of the equation. |
| Parameter | Description |
|---|---|
| A_OUT | The leading N-by-N upper Hessenberg part of this array contains the matrix H, and the remainder of the leading N-by-N part, together with the elements 2,3,...,N of array DWORK, contain the orthogonal transformation matrix U (stored in factored form). |
| B_OUT | The leading M-by-M part of this array contains the quasi-triangular Schur factor S of the matrix B'. |
| C_OUT | The leading N-by-M part of this array contains the solution matrix X of the problem. |
| Z | The leading M-by-M part of this array contains the orthogonal matrix Z used to transform B' to real upper Schur form. |
| INFO | = 0: successful exit; |
To solve for X the continuous-time Sylvester equation AX + XB = C where A, B, C and X are general N-by-N, M-by-M, N-by-M and N-by-M matrices respectively.
N = 3;
M = 2;
A_IN = [2.0 1.0 3.0;
0.0 2.0 1.0;
6.0 1.0 2.0];
B_IN = [2.0 1.0;
1.0 6.0];
C_IN = [2.0 1.0;
1.0 4.0;
0.0 5.0];
[A_OUT, B_OUT, C_OUT, Z, INFO] = slicot_sb04md(A_IN, B_IN, C_IN)| Version | Description |
|---|---|
| 1.0.0 | initial version |