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A PROOF OF $X^TAX=\\MATHRM{TR}(AXX^T)$ - MATHEMATICS STACK …
The question was to prove that $x^TAx=\mathrm{tr}(Axx^T)$. The argument I gave was to note that trace is linear hence if trace agrees with $x^TAx$ on the basis vectors then the two must …
From math.stackexchange.com
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IS FUNCTION $X \\MAPSTO \\MBOX{TR}\\LEFT(X X^T X X^T\\RIGHT)$ CONVEX?
Nov 14, 2021 The outer function $g$ is convex because it is in the form of $g(A)=\operatorname{tr}(f(A))$ (see footnote below), where $f(x)=x^m$ is a continuous convex …
From math.stackexchange.com


ALTERNATIVE FORMULATIONS OF $\\OPERATORNAME{TR}(A \\LOG X)$
Dec 26, 2023 Does there actually exist a reformulation of $\tr(A \log X)$ or even $\tr(X \log X)$?
From math.stackexchange.com


WHAT DOES $\|X\|_{TR}$ STAND FOR? - MATHEMATICS STACK EXCHANGE
Nov 3, 2023 Show activity on this post. The notation ∥ ⋅∥tr ‖ ⋅ ‖ t r should refer to the so called "trace-norm" which is the "Schatten p-norm" with p = 1 p = 1 (see e.g. …
From math.stackexchange.com


MATRICES - MATRIX DERIVATIVE OF $\MBOX {TR} (\MATHBF {AXB ...
Mar 4, 2017 The function $f(X)=Tr(AXB)$ is a linear function $M(n,n)\rightarrow R$ since $f(X+Y)=Tr(A(X+Y)B)=Tr(AXB)+Tr(AYB)$. It is thus equal to its differential. To compute its …
From math.stackexchange.com


EXPECTATION OF $\\MATHBB{E}(TR(X^T A X))$ AND $VAR(TR(X^T A X))$?
Apr 15, 2016 What is the expectation: $\mathbb{E}(Tr(X^T A X))$ and $Var(Tr(X^T A X))$ when $X_{i,j} \sim N(\mu, \sigma^2)$ and $X \in \mathbb{R}^{n \times k}$ where $n>k$ and $A$ is a …
From stats.stackexchange.com


SHOW THAT THE TRACE OF A MATRIX IS THE SUM OF THE EIGENVALUES, TR …
Feb 8, 2023 The trace of a square matrix \( A \) of size \( n \times n \), denoted as \( \operatorname{tr}(A) \), is defined as the sum of its diagonal elements. That is, \[ …
From numerade.com


R - WHAT DOES LENGTH (TR) != NROW (X) MEAN? - STACK OVERFLOW
Feb 23, 2022 It means length(glm1$fitted) is unequal to nrow(X). Probably you have missings that are being deleted during regression. Match() does a check to make sure the treatment …
From stackoverflow.com


UNABLE TO UNDERSTAND HOW X AND Y ARE BEING SENT INTO MODEL.FIT …
Jul 16, 2020 Can you please explain what is happening where you are sending in y_tr[:,:-1] into as X into the model. history=model.fit([x_tr,y_tr[:,:-1]], y_tr.reshape(y_tr.shape[0],y_tr.shape[1], …
From github.com


WHY $X^TAX=\\TEXT{TR}(AX)$? - MATHEMATICS STACK EXCHANGE
Apr 25, 2021 The two parts are that a one by one matrix is its own trace, so that $x^T Ax= \operatorname{trace} x^TAx .$ Next $ \operatorname{trace} EF = \operatorname{trace} FE $ …
From math.stackexchange.com


$X^T R = 0$ MEANS RESIDUAL IS UNCORRELATED WITH $X$?
Jul 16, 2020 In OLS, we have the following $$ X^Tr = 0 $$ where $X \in \mathbb{R}^{n \times p}$ data matrix and $r \in \mathbb{R}^{n}$ is the vector of residuals. The above equal shows …
From stats.stackexchange.com


MAXIMIZING $\\OPERATORNAME{TR}(X)$ SUBJECT TO $XX^T=I$ AND …
Sep 24, 2024 I have a $n\times n$ matrix $X$ and I'd like to maximize $\operatorname{Tr}(X)$ subject to $XX^T=I$ and $AX=B$ constraints. Are there any well-known relaxations/methods …
From scicomp.stackexchange.com


LINEAR ALGEBRA (TRACE): HOW TO PULL OUT $X^T[...]X$?
Feb 9, 2015 In fallowing equation - (1) $tr(X^TA^TAX+X^TLX)$ equals to $tr(X^T[A^TA+L]X)$. My question is how about in the following equation (2) $tr(X^TA^TAX+X^TXL)$, can we pull …
From stats.stackexchange.com


MATRIX - PROVING THAT $X^TAX = TR (XX^TA)$? - CROSS VALIDATED
Oct 10, 2016 Applying this to your case gives $\mbox{tr}(x x^T A) = \mbox{tr}(x^T A x)$. Note that the expression in the trace of the right hand side is a scalar. The trace of a scalar is the …
From stats.stackexchange.com


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