矩阵的迹
矩阵的迹是矩阵主对角线上元素之和.
矩阵的迹有以下性质:
1)tr(A+B)=tr(A)+tr(B)tr(A+B)=tr(A)+tr(B)tr(A+B)=tr(A)+tr(B)
2)tr(kA)=k⋅tr(A)tr(kA)=k \cdot tr(A)tr(kA)=k⋅tr(A)
3)tr(AB)=tr(BA)tr(AB)=tr(BA)tr(AB)=tr(BA)
4)tr(ABC)=tr(BCA)=tr(CAB)tr(ABC)=tr(BCA)=tr(CAB)tr(ABC)=tr(BCA)=tr(CAB) ,注意此条性质,后面的向前推
5)若存在P−1AP=B P^{-1} A P =BP−1AP=B ,则 tr(A)=tr(B)tr(A)=tr(B)tr(A)=tr(B)