Nonnegative definite and positive definite solutions to the matrix equationAXA*=B

Jerzy K. Baksalary · Linear and Multilinear Algebra · 1984

The general nonegative definite solution to the matrix equation AXA* = B is established in a form which can be viewed as advantageous over that derived by Khatri and Mitra (1976). The problem of determining an existence criterion and a representation of a positive definite to this equation is considered.

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