Recent content by TimSal

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    Graduate Matrix Decomposition: Solving for B and D in A = B*inv(B+D)?

    D isn't given, but because there is no guarantee that B will be positive semi-definite for any chosen D, this expression does not help me solve the equation. I still don't know how to pick D and B.
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    Graduate Matrix Decomposition: Solving for B and D in A = B*inv(B+D)?

    Also, with there does not seem to be any guarantee that B will indeed be positive semi-definite for any given positive diagonal D.
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    Graduate Matrix Decomposition: Solving for B and D in A = B*inv(B+D)?

    Thanks. Any thoughts on the case where A and (I-A) are not invertible?
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    Graduate Matrix Decomposition: Solving for B and D in A = B*inv(B+D)?

    Yes, that gives A(B+D)=B or AD=(I-A)B I don't see how that really helps to answer the question though. It's a system of linear equations but I still don't see an easy way of checking whether there exists a solution, nor do I know how to solve this efficiently under the restriction that B is...
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    Graduate Matrix Decomposition: Solving for B and D in A = B*inv(B+D)?

    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...