The trace of a square matrix is a linear functional, defined as the sum of its principal

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The trace of a square matrix is a linear functional, defined as the sum of its principal diagonal elements,

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A further property of the trace is tr [AB] = tr [BA], for suitable matrices A and B. Show that for the square matrix M the following property holds

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which means that the trace is also the sum of all eigenvalues.

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Jul 20, 2024 08:01 AM

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The trace of a square matrix is a linear functional, defined as the sum of its principal

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A First Course in Quantitative Finance

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