- #1

Umesh

- 3

- 0

How to derive (proof) the following

trace(

where

&

sqrt(diag(

Please see the equation 70 and 71 on page 2068 of the supporting matrial.

trace(

**A***Diag(**B*****B**^T)***A**^T) = norm(**W**,2),where

**W**= vec(sqrt(diag(**A**^T***A**))***B**)&

sqrt(diag(

**A**^T***A**)) is the square root of diag(**A**^T***A**),**B**&**A**are matrix.Please see the equation 70 and 71 on page 2068 of the supporting matrial.