Abstract: We present a probabilistic quantum algorithm for preparing mixed states which, in expectation, are proportional to the solutions of Lyapunov equations -- linear matrix equations ubiquitous in the analysis of classical and quantum dynamical systems. Building on previous results by Zhang et al., arXiv:2304.04526, at each step the algorithm either returns the current state, applies a trace non-increasing completely positive map, or restarts depending on the outcomes of a biased coin flip and an ancilla measurement. We introduce a deterministic stopping rule which leads to an efficient algorithm with a bounded expected number of calls to a block-encoding and a state preparation circuit representing the two input matrices of the Lyapunov equations. We also consider approximating the normalized inverse of a positive definite matrix A with condition number κ up to trace distance error ϵ. For this special case the algorithm requires, in expectation, at most ⌈κln(1/ϵ)⌉+1 calls to a block-encoding of A/∥A∥. This matches the optimal query complexity in κ and ϵ of the related, but distinct, quantum linear system solvers. In its most general form, the algorithm generates mixed states which approximate matrix-valued weighted sums and integrals.
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