All Questions
4 questions
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 ...
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 ...
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 ...
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 ...