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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 $Ax=b$.

1 vote
1 answer
145 views

How to solve for bounds restricting ${\Sigma}$ to symmetric-positive-semi-definiteness?

Scenario I have a equation for a covariance matrix ${\Sigma}$ where everything but a vector of correlations is known aka $x=(x_{1}, \dots, x_{D})$ for $x_{i}\in [-1, 1]$. Problem I know that ${x}$ mu …
maxamillianos's user avatar
1 vote
1 answer
240 views

Two unknowns: one vector, one scalar, one equation

I would like to know if this equation is solvable for $a$ and $\alpha$: \begin{equation} \Sigma = \Gamma + a \left( \alpha 1^\top + 1\alpha^\top \right) +a^2 b \end{equation} $\Sigma$ & $\Gamma$ ar …
maxamillianos's user avatar