proof of properties of trace of a matrix
Proof of Properties:
- 1.
Let us check linearity. For sums we have
Similarly,
- 2.
The second property follows since the transpose
does not alterthe entries on the main diagonal.
- 3.
The proof of the third property follows by exchanging thesummation order. Suppose is a matrix and is a matrix.Then
- 4.
The last property is a consequence of Property 3 and the fact that matrix multiplication
isassociative;