gen_hermitian_sols.​m

Version 1.1.0.0 (2.08 KB) by David Snyder
Hermitian, Positive Semidefinite Solutions to a Matrix Equation
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Updated 4 May 2020

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This function produces a given number of Hermitian, positive semidefinite solutions to the equation AX = C, using the method developed by C.G. Khatri and S.K. Mitra (SIAM J. Appl Math, 1976).

Cite As

David Snyder (2024). gen_hermitian_sols.m (https://www.mathworks.com/matlabcentral/fileexchange/47772-gen_hermitian_sols-m), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2017a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.1.0.0

Updated to allow users to control rank of positive semidefinite solutions produced and underlying probability distribution used to produce multiple solutions.

1.0.0.0