Given two symmetric positive definite matrices $(A^TA)$ and $(B^TB)$ I need to compute $A^TB$.
$A$ and $B$ are not given directly.
$(A^TA)$ and $(B^TB)$ have the same dimensions. $A$ and $B$ are assumed to have the same dimensions, too.
Is there a way to achieve this?
2026-04-01 22:05:18.1775081118
Have spd $(A^TA)$ and $(B^TB)$, need $A^TB$.
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Use Cholesky decomposition to find $L$ such that $L^TL= (A^TA)$, similarly for $M$ such that $M^TM=B^TB$, then compute $L^TM$. Probably this is not what you want.
You may also find the square root of $A^TA$ and $B^TB$, then do the muliplication.