Grant Gibson

[dlyap_solution_derivation.pdf](https://github.com/RobotLocomotion/drake/files/9212984/dlyap_solution_derivation.pdf) I've attached a correct derivation. The A,Q matrices used in the [dlyap unit tests](https://github.com/RobotLocomotion/drake/blob/master/math/test/discrete_lyapunov_equation_test.cc) might be too sparse to illuminate the error. Comparing the corrected solution of Eq 4.2...

@hongkai-dai I tried to generate some random examples that would show failure but so far both methods return the same result (6 significant digits). As far as finding the bug,...