Math Is Fun Forum

onako

Member

Registered: 2010-03-28

Posts: 43

Derivative (minization) of matrix trace

Given a function
f(X)= Tr(X'AX) - 2Tr(X'BC), with X' denoting matrix transpose, I'm supposed to find the expression used to miminize the function with respect to X. The derivatives should be used, but I'm not sure how to proceed.
Any help is appreciated.