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  1. #1
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    Matrix Help

    If A = [aij] is an n x n matrix then the trace of A, Tr(A) is defined as the sum of all elements on the main diagonal A, Tr(A) = n SUM i = 1 aij. Prove

    Tr(AB) = Tr(BA)

    Tr(AT) = Tr(A)

    Tr(ATA) > 0

    I've got some ideas down about this but I'm just not totally sure how to prove these. Thanks!
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  2. #2
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    Hello,

    1/ Let A=\left[a_{ij}\right] and B=\left[b_{ij}\right], with 1 \le i,j \le n

    The trace is \sum_{i=1}^n a_{ii}, not a_{ij} !

    The matrix product C=AB is defined as being C=\left[\sum_{k=1}^n a_{ik} b_{kj}\right]=\left[c_{ij}\right]

    The same way, D=BA=\left[\sum_{k=1}^n b_{ik} a_{kj}\right]=\left[d_{ij}\right]

    \left. \begin{array}{lll}\text{Tr}(AB)=\sum_{i=1}^n c_{ii}=\sum_{i=1}^n \sum_{k=1}^n a_{ik} b_{ki} \\ \\<br />
\text{Tr}(BA)=\sum_{i=1}^n d_{ii}=\sum_{i=1}^n \sum_{k=1}^n b_{ik} a_{ki} \end{array} \right\} \text{Just by substituting j by i}

    So, are they the same ?



    2/ A^T=\left[a_{ji}\right]=\left[a'_{ij}\right] if A=\left[a_{ij}\right]
    Does that change the trace ?

    3/ A^TA=e_{ij} where e_{ij}=\sum_{k=1}^n a_{ik} a'_{kj}=\sum_{k=1}^n a_{ik} a_{jk}

    \text{Tr}(A^TA)=\sum_{i=1}^n e_{ii}=\sum_{i=1}^n \sum_{k=1}^n a_{ik} a_{ik}

    therefore...
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  3. #3
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    Quote Originally Posted by Brokescholar View Post
    If A = [aij] is an n x n matrix then the trace of A, Tr(A) is defined as the sum of all elements on the main diagonal A, Tr(A) = n SUM i = 1 aij. Prove

    Tr(AB) = Tr(BA)

    Tr(AT) = Tr(A)

    Tr(ATA) > 0

    I've got some ideas down about this but I'm just not totally sure how to prove these. Thanks!
    Let A = (a_{ij}) and B = (b_{ij}) then AB= (c_{ij}) where c_{ij}=(\Sigma_{k=1}^n a_{ik}b_{kj}). This means \text{Tr}(AB) = c_{11}+...+c_{nn} = \Sigma_{k=1}^n a_{1k}b_{k1}+ ... + \Sigma_{k=1}^n a_{nk}b_{kn} = \Sigma_{s=1}^n \Sigma_{r=1}^n a_{rs}b_{sr}.

    Now do a similar computation with \text{Tr}(BA).

    To show that \mbox{Tr}(A^T) = \mbox{Tr}(A) just use the definition and if A = (a_{ij}) \implies A^T = (a_{ji}).

    For the last one use fact that try to express AA^T in terms of squares this will immediately imply the quantity is non-negative.
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  4. #4
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    Thanks you guys! I was on the right track for most of them...just needed a second opinion!
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