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15 votes
3 answers
24k views

How to solve this quadratic matrix equation?

I would like to solve for $X$ in the matrix equation $$ XCX + AX = I $$ where all the matrices are $n\times n$, have real components, $X$ is positive semidefinite and $C$ is symmetric. My (possibly ...
Mike Izbicki's user avatar
8 votes
1 answer
2k views

Symplectic block-diagonalization of a real symmetric Hamiltonian matrix

Given a $2n\times 2n$ real, symmetric, Hamiltonian matrix $W$ (anticommutes with the symplectic metric), is there an orthogonal, symplectic matrix $R$ such that $R^\top WR$ is block-diagonal? Being ...
Alex Monras's user avatar
11 votes
1 answer
453 views

A variant of Cholesky decomposition involving binary matrices

Studying a problem that is not directly related to linear algebra I came across the following problem. Let $B$ be $n \times n$ symmetric matrix whose entries are non-negative integers. I would like ...
Jernej's user avatar
  • 3,463
7 votes
1 answer
305 views

Efficiently solve the Sylvester equation $AX+XA = C$ where $X$ is skew-symmetric

Is there a way (more efficient than the standard vectorization) to solve the following Sylvester equation in the skew-symmetric matrix $X$ $$AX+XA = C$$ where the matrix $A$ is symmetric positive ...
Gabi's user avatar
  • 173