I was trying to solve the problem of finding the value of a non-squared matrix $T$ ($n \times m$) which solves $$ T^T T = X$$ where $X$ is a symmetric and positive definite $m \times m$ matrix. I saw this post (http://mathoverflow.net/questions/78106/solving-a-quadratic-matrix-equation) but unfortunately it seems that no solution was yet found and $T$ in that case is squared, which is not my case. I know that if $T$ would be squared, one could use the Cholesky decomposition and find that $X = Z^T Z$ and assign $T = Z$. Unfortunately I cannot do this since the Cholesky decomposition always gives squared $Z$.