8. If x, is an n x 1 vector for each i = 1, 2, ..., k,

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8. If x, is an n x 1 vector for each i = 1, 2, ..., k, and A is an nxn symmetric matrix, show that

$$tr \left[A\sum_{i=1}^{k} x_i x_i^T \right] = \sum_{i=1}^{k} x_i^T A x_i.$$

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Matrices With Applications In Statistics

ISBN: 9780534980382

2nd Edition

Authors: Franklin A Graybill

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Question Posted: Sep 19, 2024 07:03 AM

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8. If x, is an n x 1 vector for each i = 1, 2, ..., k, and A is an nxn symmetric matrix, show that $$tr \left[A\sum_{i=1}^{k} x_i x_i^T ight] = \sum_{i=1}^{k} x_i^T A x_i.$$
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8. If x, is an n x 1 vector for each i = 1, 2, ..., k,

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Matrices With Applications In Statistics

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