An algorithm to solve matrix equationsPH^{T} = GandP= φPφT+ γγT

An iterative algorithm is presented for the numerical solution of matrix equations
PH^{T} = G
and
P = \PhiP\Phi^{T} + \Gamma\Gamma^{T}
, where
P \geq 0
and
G, H
, and
\Phi
are given. These equations arise in various identification, network synthesis, and stability analysis problems.