Hi, how can one prove the following identity?
where is a vector, is a positive definite and symmetric matrix, and is a symmetric matrix, and dimension is .
Thank you for your help.
Thank you, I got the identity now. We have to use also, in addition to the facts you mentioned, that the trace of a scalar equals the scalar, right? Thanks!
(Now that the question is solved, how can I mark the post as such? Thanks again)