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Question: a. Consider an n×mmatrix Pand an m×nmatrix Q. Show that

trace( PQ )=trace( QP ).

b.Compare the following two inner products in R²Ô׳¾

〈A,B〉=trace (ATB)

and

〈A,B〉=trace (ABT)

See Example 3 and Exercises 4 and 5.

Short Answer

Expert verified
  1. trace ( PQ )=trace ( QP ).
  2. A,B=A,B

Step by step solution

01

Consider for part (a).

Here P and Q are matrices of size n× mand m× n respectively.

To show that trace ( PQ ) = trace ( QP ) . Observe that below

(PQ)ij=∑k=1mpikqkjtrace(PQ)=∑i=1n(PQ)ii=∑i=1n∑k=1mpikqki

Similarly,

trace(QP)=∑i=1n(QP)ii=∑i=1m∑k=1nqikpki=∑i=1m∑k=1nqkipik

By interchanged the role of I and k.

=trace(QP)

Thus, trace( PQ ) = trace( QP ) .

02

Consider for the part (b).

Now to prove that A,B=A,Bobserve that

A,B=trace(ABT)=trace(BAT)=trace((BAT)T)=trace(ABT)=A,B

Thus, we showed that A,B=A,B

Hence,

  1. trace ( PQ ) = trace ( QP ) .
  2. A,B=A,B

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