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Jun 22, 2017 at 18:51 history edited Suvrit CC BY-SA 3.0
removed a todo; added comment as part of the answer.
Jan 19, 2017 at 2:50 vote accept Abhishek Halder
Jan 18, 2017 at 22:51 comment added Suvrit using Rodrigo's observation and my comment to it, the above idea extends to general matrices by reducing them to upper triangular using Schur decomposition, and then solving an equation involving eigenvalues of the matrix $Y$ (which need not be diagonalizable any more).
Jan 18, 2017 at 14:21 comment added Igor Rivin @AbhishekHalder Cool, I did NOT know this trick!
Jan 18, 2017 at 5:50 comment added Abhishek Halder @IgorRivin: Since $X_{1}$ is symmetric positive definite, so is $X_{1}^{-1}$. Then we have this
Jan 18, 2017 at 4:33 comment added Igor Rivin Why is the first statement true (that $Y$ is diagonalizable)?
Jan 18, 2017 at 3:39 history answered Suvrit CC BY-SA 3.0