Matrix question

From: Fan Yang (yang_at_cae.wisc.edu)
Date: 10/01/04 

Date: Fri, 1 Oct 2004 01:27:56 -0500

Suppose we have matrix X, B, A

where X - symmetric, positive definite
B - symmetric, positive definite
A - positive definite, maybe not necessarily symmetric

with X unknown, and A, B already known.

Can we solve X = B + A'XA analytically?

Thanks a lot,

Fan