A General Hermitian Nonnegative-Definite Solution to the Matrix Equation AXB = C

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DOI: 10.4236/alamt.2017.71002    1,834 Downloads   3,069 Views  Citations

ABSTRACT

We derive necessary and sufficient conditions for the existence of a Hermitian nonnegative-definite solution to the matrix equation AXB = C. Moreover, we derive a representation of a general Hermitian nonnegative-definite solution. We then apply our solution to two examples, including a comparison of our solution to a proposed solution by Zhang in [1] using an example problem given from [1]. Our solution demonstrates that the proposed general solution from Zhang in [1] is incorrect. We also give a second example in which we derive the general covariance structure so that two matrix quadratic forms are independent.

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Young, P. , Young, D. and Young, M. (2017) A General Hermitian Nonnegative-Definite Solution to the Matrix Equation AXB = C. Advances in Linear Algebra & Matrix Theory, 7, 7-17. doi: 10.4236/alamt.2017.71002.

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