How to solve the following matrix equation: $$\frac{1}{2}(\Omega Q + Q\Omega^T)=F$$
- $Q$ is of rank $1$, $\text{tr}(Q)=1$, $Q\succeq0$ (positive semidefinite). So we can werite $Q = qq^T$ for some $q$ with $\|q\|=1$.
- $\Omega$ is skew-symmetric, i.e., $\Omega^{T} = -\Omega$. So diagonal entries are all $0$.
- $\Omega$, $Q$, $F$ are $4\times 4$ square matrices. $\Omega$ is the variable I want to solve.
I cannot find any method to solve it. Can anyone suggest me how to solve $\Omega$ in terms of $Q$ and $F$?
Even though we cannot obtain the closed form, any approximation or trick can we use?
Thanks!
Note: $\Omega$ should look like $$\begin{bmatrix}0 & \omega_3 & -\omega_2 & \omega_1 \\ -\omega_3 & 0 & \omega_1 & \omega_2 \\ \omega_2 & -\omega_1 & 0 & \omega_3 \\ -\omega_1 & -\omega_2 & -\omega_3 & 0 \end{bmatrix}$$
As a "brute-force" approach, it suffices to solve a $32 \times 16$ linear system.
Since it is given that $\Omega^T = -\Omega$, we can rewrite the equation as $$ \frac 12 (\Omega Q - Q\Omega) = F. $$ Note that this is a Sylvester equation. As such, this equation can be rewritten in terms of the vectorization operator and Kronecker product $$ \frac 12 (Q^T\otimes I_4- I_4 \otimes Q) \operatorname{vec}(\Omega) = \operatorname{vec}(F) \implies\\ (Q^T\otimes I_4- I_4 \otimes Q) \operatorname{vec}(\Omega) = 2\operatorname{vec}(F). $$ Note that this equation will not have a unique solution (if it has any solution at all), so we must impose the constraint that $\Omega$ is skew-symmetric. This constraint can be expressed with the help of the commutation matrix as $$ (I_4 + K^{(4,4)})\operatorname{vec}(\Omega) = 0. $$ Putting everything together, we can express the system to be solved as the block-matrix equation $$ \pmatrix{Q^T \otimes I_4 - I_4 \otimes Q\\ I_4 + K^{(4,4)}} \operatorname{vec}(\Omega) = \pmatrix{2\operatorname{vec}(F)\\0}. $$