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Equations whose unknown is a matrix, such as, for instance, algebraic Riccati equations $XAX+XB+CX+D=0$ or matrix differential equations (e.g. $\dot X(t)=AX(t)$. This tag is *not* meant for general systems of linear equations $Ax=b$.

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Recovering a Matrix After Multiplication By Its Transpose [closed]

Given an arbitrary symmetric N-by-N matrix A, how can its original values be calculated from $P$? $$ P = A'A$$ Both $A$ and $P$ have \( \frac{N^2-N}{2}+N \) degrees of freedom. Edit: added the cons …
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