The general common Hermitian nonnegative-definite solution to the matrix equations AXA*=BB* and CXC*=DD* with applications in statistics
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- Young, Dean M. & Seaman, John W. & Meaux, Laurie M., 1999. "Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model," Journal of Multivariate Analysis, Elsevier, vol. 68(2), pages 165-175, February.
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- Liu, Xifu, 2015. "The Hermitian solution of AXA*=B subject to CXC* ≥ D," Applied Mathematics and Computation, Elsevier, vol. 270(C), pages 890-898.
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Keywords
Hermitian (symmetric) nonnegative-definite solution Hermitian (symmetric) positive-definite solution Matrix equation Kernel space Column space Moore-Penrose generalized inverse Linear hypothesis Multivariate linear model;Statistics
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