5. If A, B, and AB are symmetric n x n matrices and the characteristic roots of...
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5. If A, B, and AB are symmetric n x n matrices and the characteristic roots of A are a1, a2,...,
a, and of B are b₁, b2,..., bn, show that
$$tr (AB) = \sum_{i=1}^{n} a_{j_i} b_i,$$
where ajı, aj..., a; is some ordering of a1, a2,..., a.
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Related Book For
Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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