- #1
TimSal
- 5
- 0
Hi everyone,
I have a problem with the following matrix equation:
A = B*inv(B+D)
where A is a square matrix, B a positive semi-definite matrix, D a positive diagonal matrix and inv() denotes the inverse matrix. All are real-valued.
Does anyone know of any simple way to check whether this equation has a solution for given A? And how to obtain this solution? (i.e. find B and D) And whether the solution is unique?
Thanks in advance!
I have a problem with the following matrix equation:
A = B*inv(B+D)
where A is a square matrix, B a positive semi-definite matrix, D a positive diagonal matrix and inv() denotes the inverse matrix. All are real-valued.
Does anyone know of any simple way to check whether this equation has a solution for given A? And how to obtain this solution? (i.e. find B and D) And whether the solution is unique?
Thanks in advance!