Given n by n matrices A, B, C. I know how to solve the Sylvester equation(adsbygoogle = window.adsbygoogle || []).push({});

AX + XB + C = 0

using the matlab command >> X=lyap(A,B,C)

But how do we solve the extended Sylvester equation

AX + XB + CXD + E = 0 ?

Either numerical or analytical method I'm willing to learn.

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# Solution for Sylvester Equation

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