from
LYAPACK
by Volker Mehrmann LYAPACK toolbox provides solutions for certain large scale problems related to Lyapunov equations.
as_l(tr,X)
function Y = as_l(tr,X)
%
% Solves linear systems with the real, symmetric, negative definite matrix A,
% i.e., Y = inv(A)*X.
%
% The Cholesky factor of -A is provided as global data. This data must
% be generated by calling 'as_l_i' before calling this routine!
%
% Calling sequence:
%
% Y = as_l(tr,X)
%
% Input:
%
% tr is not referenced;
% X matrix of proper size.
%
% Output:
%
% Y the solution matrix.
%
%
% LYAPACK 1.0 (Thilo Penzl, May 1999)
if nargin~=2
error('Wrong number of input arguments.');
end
global LP_U
if ~length(LP_U)
error('This routine needs global data which must be generated by calling ''as_l_i'' first.');
end
Y = -LP_U\(LP_U'\X); % Note the minus!