022方阵的迹对矩阵求导

t r ( A ) tr(A) 表示对方阵A进行求迹运算,即方阵A的所有主对角线元素之和,结果为标量。

方阵的迹对矩阵求导

d d X [ t r ( X B ) ] = d d X [ t r ( ( X B ) T ) ] = B T \frac d {dX} \big[tr(XB) \big] = \frac d {dX} \big[tr \big( (XB)^T \big) \big] = B^T

d d X [ t r ( X A X T ) ] = 2 X B \frac d {dX} \big[tr(XAX^T) \big] = 2XB

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转载自blog.csdn.net/Pro2015/article/details/82896877