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wikiwert
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Closed form solution for $XAX^{T}=B$
The question asks about positive definite matrices, not symmetric matrices. However, if $A^{1/2}$ is a symmetric square root, $A^T = (A^{1/2}A^{1/2})^T=A$, so $A$ is also symmetric. The given solution only works if $A$ and $B$ are symmetric. Unfortunately Federico Poloni's answer doesn't answer the question in general as I thought. If the question intended to ask about symmetric matrices, maybe it should be edited.