function [X,Y] = sda_affine_mnare(A,B,C,D) % [X,Y]=SDA_AFFINE_MNARE(A,B,C,D) solves the M-NARE C + XA + DX - XBX = 0 % by means of SDA based on the affine transform % A, B, C, D: matrix coefficients % X : solution of the M-NARE % Y : solution of the dual M-NARE a = 1/max(diag(A)); n = size(A,1); m = size(D,1); % Initialization by means of the affine transform Da = inv(eye(m) + a*D); F = -Da; G = a*B*Da; P = -a*Da*C; E = -eye(n) + a*A + a*G*C; % SDA step [X,Y] = sda(E,F,G,P);