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Given n by n matrices A, B, C. I know how to solve the Sylvester equation
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.
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.