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单词 ProofOfPropertiesOfTraceOfAMatrix
释义

proof of properties of trace of a matrix


Proof of Properties:

  1. 1.

    Let us check linearity. For sums we have

    trace(A+B)=i=1n(ai,i+bi,i)   (property of matrix addition)
    =i=1nai,i+i=1nbi,i(property of sums)
    =trace(A)+trace(B).

    Similarly,

    trace(cA)=i=1ncai,i(property of matrix scalar multiplication)
    =ci=1nai,i(property of sums)
    =ctrace(A).
  2. 2.

    The second property follows since the transposeMathworldPlanetmath does not alterthe entries on the main diagonal.

  3. 3.

    The proof of the third property follows by exchanging thesummation order. Suppose A is a n×m matrix and B is a m×n matrix.Then

    traceAB=i=1nj=1mAi,jBj,i
    =j=1mi=1nBj,iAi,j(changing summation order)
    =traceBA.
  4. 4.

    The last property is a consequence of Property 3 and the fact that matrix multiplicationMathworldPlanetmath isassociative;

    trace(B-1AB)=trace((B-1A)B)
    =trace(B(B-1A))
    =trace((BB-1)A)
    =trace(A).
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