finds the numeric solution of the discrete matrix equation
.
DiscreteLyapunovSolve[a,b,c]
solves .
DiscreteLyapunovSolve[{a,d},c]
solves .
DiscreteLyapunovSolve[{a,d},{b,e},c]
solves .


DiscreteLyapunovSolve
finds the numeric solution of the discrete matrix equation
.
DiscreteLyapunovSolve[a,b,c]
solves .
DiscreteLyapunovSolve[{a,d},c]
solves .
DiscreteLyapunovSolve[{a,d},{b,e},c]
solves .
Details

- DiscreteLyapunovSolve solves the discrete-time Lyapunov and Stein equations.
- DiscreteLyapunovSolve works on both numerical and symbolic matrices.
Examples
open all close allScope (7)
Applications (4)
Properties & Relations (5)
The equation , with a negative definite
, yields a unique positive definite solution if and only if the eigenvalues of
are within the unit circle:
The indefinite sum is the solution to
if
is asymptotically stable:
Compute the infinite-horizon quadratic cost for the asymptotically stable system :
Compute the same using direct summation:
LinearSolve gives the same solution:
Solve the equation using LinearSolve:
DiscreteLyapunovSolve gives the same solution:
See Also
Related Guides
History
Text
Wolfram Research (2010), DiscreteLyapunovSolve, Wolfram Language function, https://reference.wolfram.com/language/ref/DiscreteLyapunovSolve.html.
CMS
Wolfram Language. 2010. "DiscreteLyapunovSolve." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/DiscreteLyapunovSolve.html.
APA
Wolfram Language. (2010). DiscreteLyapunovSolve. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/DiscreteLyapunovSolve.html
BibTeX
@misc{reference.wolfram_2025_discretelyapunovsolve, author="Wolfram Research", title="{DiscreteLyapunovSolve}", year="2010", howpublished="\url{https://reference.wolfram.com/language/ref/DiscreteLyapunovSolve.html}", note=[Accessed: 08-August-2025]}
BibLaTeX
@online{reference.wolfram_2025_discretelyapunovsolve, organization={Wolfram Research}, title={DiscreteLyapunovSolve}, year={2010}, url={https://reference.wolfram.com/language/ref/DiscreteLyapunovSolve.html}, note=[Accessed: 08-August-2025]}