The general common Hermitian nonnegative-definite solution to the matrix equations \(AXA=BB\) and \(CXC=DD\) with applications in statistics

DOI10.1016/j.jmva.2004.04.009zbMath1071.15014MaRDI QIDQ1776870

Xian Zhang

Publication date: 12 May 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.04.009

zbMATH Keywords

regression; matrix equation; Moore-Penrose generalized inverse; multivariate linear model; linear hypothesis; column space; Hermitian (symmetric) nonnegative-definite solution; Hermitian (symmetric) positive-definite solution; kernel space

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

15A24: Matrix equations and identities

62K15: Factorial statistical designs

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Positive and real-positive solutions to the equationaxa*=cinC*-algebras, A Hermitian least squares solution of the matrix equation \(AXB=C\) subject to inequality restrictions, Some optimization problems on ranks and inertias of matrix-valued functions subject to linear matrix equation restrictions, Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector, Extremal ranks of matrix expression of \(A - BXC\) with respect to Hermitian matrix, Common Hermitian least squares solutions of matrix equations \(A_1XA^*_1=B_1\) and \(A_2XA^*_2=B_2\) subject to inequality restrictions, The Hermitian solution of \(A X A^* = B\) subject to \(CXC^{*} \geq D\), On Hermitian nonnegative-definite solutions to matrix equations, The common re-nonnegative definite and re-positive definite solutions to the matrix equations \(A_1XA_1^\ast = C_1\) and \(A_2XA_2^\ast = C_2 \), Nonnegative definite and re-nonnegative definite solutions to a system of matrix equations with statistical applications, Common nonnegative definite solutions of some classical matrix equations, Least-squares solutions and least-rank solutions of the matrix equation AXA ^*  = B and their relations, On the invertibility of the operatorA-XB

Cites Work

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• Linear matrix equations from an inverse problem of vibration theory
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• Hermitian and Nonnegative Definite Solutions of Linear Matrix Equations
• When Does Rank(A+B)=Rank(A)+Rank(B)?