Solving for the matrix $W$ in an equation involving $W \cdot W^{T}$ Having large matrices, $W$ (the unknown) and $M$ (known), is it possible to solve for $W$ in this equation
$$W \cdot W^{T} = M,$$
where $M$ can have negative entries.
You might be looking for the Cholesky decomposition. The referenced article also contains an example for  $M$ having negative entries. Note the constraints on $M$ for this decomposition to exist.