Date: Nov 13, 2012 6:35 PM
Author: Kaba
Subject: Re: Least-squares scaling

I wrote:
> SPP^T + PP^T S = RP^T + PR^T

This equation is known as a Lyapunov equation:

http://en.wikipedia.org/wiki/Lyapunov_equation

It seems I should find algorithms for solving such equations.

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