Finding $X$ When $Y=XX'$ Consider matrices $Y\in\mathbb{R}^{n\times n}$
 and $X\in\mathbb{R}^{n\times m}$
 where $m\geq n$. $X$ is unknown but $Y=XX'$, which implies that $Y$ is positive definite (I see no reason why this couldn't alternately be expressed as a positive semi-definite problem with $Y=X'X$, a different $Y\in\mathbb{R}^{m\times m}$ would still be known). 
What the easiest method to find $X$? I was thinking of minimizing the Frobenius norm, but wasn't sure if there was some relatively straightforward thing that I'm missing. 

You also need $Y$ to be symmetric. An algorithm which does this if you want $X$ to be triangular is the Cholesky decomposition.
