Discuss the positive-definite symmetric matrices

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Reference no: EM131584436

Question: 1. Show that the derivative of trace (A) is B = I, the identity matrix.

2. Show that the derivative of z = trace (DAC) with respect to A is

∂z/∂A = DTCT

Consider the function f defined for all J by J positive-definite symmetric matrices by

f(Q) = -log det(Q)

Reference no: EM131584436

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