### Navigation

- index
- modules |
- modules |
- next |
- previous |
- SciPy v0.12 Reference Guide (DRAFT) »
- Linear algebra (`scipy.linalg`) »

# scipy.linalg.solve_discrete_lyapunov

`scipy.linalg.``solve_discrete_lyapunov`(a, q)

  Solves the Discrete Lyapunov Equation (A’XA-X=-Q) directly.

  New in version 0.11.0.

  Parameters : | a : (M, M) array_like A square matrix q : (M, M) array_like Right-hand side square matrix
  Returns : | x : ndarray Solution to the continuous Lyapunov equation

  Notes

  Algorithm is based on a direct analytical solution from: Hamilton, James D. Time Series Analysis, Princeton: Princeton University Press, 1994. 265. Print. http://www.scribd.com/doc/20577138/Hamilton-1994-Time-Series-Analysis

### Navigation

- index
- modules |
- modules |
- next |
- previous |
- SciPy v0.12 Reference Guide (DRAFT) »
- Linear algebra (`scipy.linalg`) »