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r_test / packages / r-solverationalmatrixequation

Given a symmetric positive definite matrix Q and a non-singular matrix L, find symmetric positive definite solution X such that X = Q + L (X inv) L^T. Reference: Benner, P., Faßbender, H. On the Solution of the Rational Matrix Equation. Benner, Faßbender (2007) <doi:10.1155/2007/21850>.


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