function [X,Y] = cr_affine_mnare(A,B,C,D) % [X,Y]=CR_AFFINE_MNARE(A,B,C,D) solves the M-NARE C + XA + DX - XBX = 0 % by means of CR based on the affine transform % A, B, C, D: matrix coefficients % X : solution of the M-NARE % Y : solution of the dual M-NARE alpha = 1/max(diag(A)); n = size(A,1); m = size(D,1); R1 = -eye(n) + alpha*A; R2 = -alpha*C; R3 = -alpha*B; R4 = zeros(m,n); R5 = -eye(m) - alpha*D; R6 = -eye(m); % CR iteration [X,Y] = cr_struct(R1,R2,R3,R4,R5,R6);