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user_na
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Solving a quadratic matrix equation
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Closed form solution for $XAX^{T}=B$
And with that, $X=MQL^{-1}$, right?
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Solving a quadratic matrix equation
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Closed form solution for $XAX^{T}=B$
@federico-poloni thank you, this was very helpful, could you elaborate on how the Cholesky factor approch would looke like?