The general Hermitian nonnegative-definite and positive-definite solutions to the matrix equation \(GXG^{\ast} + HY H^{\ast}=C\) (Q1428984)

The author considers the matrix equation (*) \(GXG^*+HYH^*=C\) with given matrices \(G\in {\mathbb C}^{m\times g}\), \(H\in {\mathbb C}^{m\times h}\) and \(C\in {\mathbb C}^{m\times m}\) and unknown matrices \(X,Y\). He gives necessary and sufficient conditions for the existence of a Hermitian nonnegative-definite (resp. positive-definite) solution \((X,Y)\) to \((*)\). When such a solution exists he gives its general form. The advantages of the author's approach are illustrated by two examples.