How to make lyap in a loop run faster?
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Hi, I am running a loop to repeatedly solve the Sylvester equation AX+XB+C = 0 with the same A and B but different C in each iteration. The help document of lyap says it transforms A and B into Schur form every time, and in my case A and B never changes.
So I am wondering if there is a way to somehow skip the transformation each time when lyap is called? Or is there some other ways to make it run faster?
Thanks a bunch!
- y
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bym
on 6 Dec 2011
make sure you preallocate!
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