Solving u + LuL^T = v for u in the form B₁vB₂

  • Level: Undergrad 
  • Thread starter Skatch
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Skatch
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I've got something like
[tex]u + LuL^T = v[/tex]
and I want to write it like
[tex]u = B_1 v B_2[/tex]
for some B_1 and B_2. Assume L is nice and invertible.

Is this impossible or am I just not seeing it? This is making me feel dumb. Too much programming and its getting late.
 
I assume all the letters you wrote are n x n matrices...

Try multiplicating the first u on the left by LL^-1 and on the right by (LL^-1)^T, then collect terms...