Lyapunov matrix equation $A^HX+XA+C=O_r$ with $A$ a Jordan matrix

Abstract

A Lyapunov matrix equation can be converted, by using the Jordan decomposition theorem for matrices, into an equivalent Lyapunov matrix equation where the matrix is a Jordan matrix. The Lyapunov matrix equation with Jordan matrix can be reduced to a system of Sylvester-Lyapunov type matrix equations. We completely solve the Sylvester-Lyapunov type matrix equations corresponding to the Jordan block matrices of the initial matrix.