MATH319 Slides

125 Sylvester’s equation

Given n×n matrices A,B and C, the problem is to find a n×n matrix Y such that

AY+YB=-C.

Proposition

There are three possibilities for Sylvester’s equation: either

(i) there exists a unique solution;

(ii) there exist infinitely many solutions;

(iii) there does not exist any solution.