The general common nonnegative-definite and positive-definite solutions to the matrix equations \(AXA^ *=BB^ *\) and \(CXC^ *=DD^ *\). (Q1764554)
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English | The general common nonnegative-definite and positive-definite solutions to the matrix equations \(AXA^ *=BB^ *\) and \(CXC^ *=DD^ *\). |
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The general common nonnegative-definite and positive-definite solutions to the matrix equations \(AXA^ *=BB^ *\) and \(CXC^ *=DD^ *\). (English)
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25 February 2005
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The authors give necessary and sufficient conditions for the existence of a common nonnegative-definite (positive-definite) solution to the pair of matrix equations \(AXA^*=BB^*\) and \(CXC^*=DD^*\). In the case of existence they give the representation of the general common solution of this type. The paper is supplementary to this one of \textit{D. M. Young}, \textit{J. W. Seaman} and \textit{L. M. Meaux} [J. Multivariate Anal. 68, 165--175 (1999; Zbl 0927.62057)] after a mistake in the latter paper has been indicated by \textit{J. Groß} [Linear Algebra Appl. 321, 123--129 (2000; Zbl 0984.15011)]. The authors present an example illustrating the advantage of their approach.
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nonnegative-definite solution
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positive-definite solution
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generalized inverse
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nullspace
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column space
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pair of matrix equations
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