How to solve matrix equation for variable inside a summation? Analytical or numerical.
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Answered: Pablo Noever on 19 Jul 2019
is there a chance to solve the following matrix equation for X?
where all Ai and D are known. X is of course constant over iteration, but unknown. All are 6x6 matrices.
I would be happy on any hint of any analytical, numerical, or what so ever solution.
infinity on 19 Jul 2019
There are several ways that you can apply. Here, I just show you an example how to solve this problem by using solve function in matlab
A = [1 2; 3 4]
syms x1 x2 x3 x4
X = [x1 x2; x3 x4]
B = A*X*A'
D = [1 0; -2 3]
sol = solve(B==D)
In this case, I assume that "n = 1", A, X, D are 4x4 matrices, but you can extend for 6x6 or larger and different n.
Hope it could help you.
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