Given a symmetrix positive definite matrix Q and a non-singular matrix L, Find symmetric positive definite solution X such that X = Q + L (X inv) L^T.
See project on CRAN – Solve-Rational-Matrix-Equation- R-Package
Given a symmetrix positive definite matrix Q and a non-singular matrix L, Find symmetric positive definite solution X such that X = Q + L (X inv) L^T.
See project on CRAN – Solve-Rational-Matrix-Equation- R-Package