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From: "Roger Stafford" <eleanorandrogerxyzzy@mindspring.com.invalid>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Matrix Equation solving
Date: Sat, 17 Nov 2007 17:57:57 +0000 (UTC)
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"shameer koya" <assigmenteee@yahoo.co.in> wrote in message <fhe92r$m23
$1@fred.mathworks.com>...
> Please help me to solve the equation
> 
> A'pA-p = -I
> 
> A - 3x3 matrix
> p - 3x3 unknown symetric matrix
> I - identity matrix
----------
This is, after all, a set of nine linear equations in the nine unknown elements of 
p, and can therefore be solved by matlab using standard techniques with the 
backslash operator, with p temporarily considered a 9 x 1 column matrix.  It is 
only necessary to determine the 81 elements of the corresponding 9 x 9 matrix.  

Assuming there is a unique solution, the above equation is of such a nature that 
the matrix p is guaranteed be Hermitian symmetric.

Roger Stafford