Derivative of trace of matrix including inverse and transposition

矩阵的乘积

Derivative of trace of matrix including inverse and transposition_第1张图片


矩阵的转置“:


for example

Derivative of trace of matrix including inverse and transposition_第2张图片

Derivative of 矩阵的逆的trace:



参考文献:Properties of the trace and matrix derivatives John Duchi

http://math.stackexchange.com/questions/322466/derivative-of-trace-of-matrix-product-including-inverse

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