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