Nonnegative-definite and positive-definite solutions to the matrix equation \(\mathbb{A}\times\mathbb{A}^*=\mathbb{B}\) -- revisited (Q1595143)
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English | Nonnegative-definite and positive-definite solutions to the matrix equation \(\mathbb{A}\times\mathbb{A}^*=\mathbb{B}\) -- revisited |
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Nonnegative-definite and positive-definite solutions to the matrix equation \(\mathbb{A}\times\mathbb{A}^*=\mathbb{B}\) -- revisited (English)
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7 May 2002
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The author establishes a general Hermitian nonnegative-definite solution to the matrix equation \(A\times A^*=B\) \((A^*\) is the conjugate transpose of a complex matrix \(A)\) in a form which can be viewed as a corrected version of that derived by \textit{C. G. Khatri} and \textit{S. K. Mitra} [SIAM J. Appl. Math. 31, 579-585 (1976; Zbl 0359.65033)], and alternative version to that derived by \textit{J. K. Baksalary} [Linear Multilinear Algebra 16, 133-139 (1984; Zbl 0552.15009)]. By using the new representation he obtains solutions of minimal and maximal rank, respectively.
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generalized inverse
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positive-definite solutions
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matrix equation
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solutions of minimal and maximal rank
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