I need to solve an equation set :(

Hi, I need to solve an equation, but I don't know how. here's the equation set.

P*S=A*P+B*G+E

0= C*P+D*G+De

P and G are the unknown matrices. S is 4*4, A is 5*5, B is 5*3, E is 5*4; and C is 3*5, D is 3*3 and De is 3*4.

Answer 1

[Roger Stafford]

What you have here is the equivalent of 32 linear (scalar) equations in 32 unknowns. A (somewhat desperate) solution is to convert your two matrix equations into such a set of linear equations and solve them using matlab's backslash operator on a 32-by-32 matrix. The answer of course will depend on the values in the known matrices.