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Help solve matrix math matlab

  1. May 13, 2013 #1
    I need help implementing this bit of code into matlab. I have a known matrix lest call it Z. and I have another unknown matrix called H. The matrices are related by the following relationship.

    Z = HTH

    How do I solve for H in matlab? If it is relevant Z is a make up of other known matrices and that code in matlab is:

    Z = A + 2*eye(n)

    where A is the initial known matrix and n is just an integer.


    UPDATE: Yes A and Z will always be positive.
     
    Last edited: May 13, 2013
  2. jcsd
  3. May 13, 2013 #2

    Office_Shredder

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    As an initial observation Z has to be symmetric and positive definite to do this, which puts restrictions on A. Assuming that this is true,

    http://www.mathworks.com/help/matlab/ref/chol.html

    is what you're looking for. This returns a matrix H that has the property you want and also is lower diagonal
     
  4. May 13, 2013 #3
    reply

    see update
     
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