对于任意两个矩阵 A ∈ R m × n , B ∈ R n × m A \in R^{m \times n},B \in R^{n \times m} A∈Rm×n,B∈Rn×m，我们有 t r ( A B ) = t r ( B A ) tr(AB)=tr(BA) tr(AB)=tr(BA)
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tr(AB) = \sum_{i=1}^{m}[AB]_{ii}= \sum_{i=1}^{m} \sum_{j=1}^{n}a_{ij}b_{ji}= \sum_{j=1}^{n} \sum_{i=1}^{m}b_{ji}a_{ij}= \sum_{j=1}^{n}[BA]_{jj}=tr(BA)
tr(AB)=∑i=1m[AB]ii=∑i=1m∑j=1naijbji=∑j=1n∑i=1mbjiaij=∑j=1n[BA]jj=tr(BA)
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