Skip to main content

gradient Gradient of the trace of logthe logarithm of a matrixproduct

Suppose $G$ and $A$ are full rank matrices. Is there a closed-form solution for

$\nabla_G ~Tr(A \log GG^t)$$$\nabla_G \mbox{Tr} (A \log GG^\top)$$

when A$A$ is a PSD matrix?

gradient of trace of log of a matrix

Suppose $G$ and $A$ are full rank matrices. Is there a closed-form solution for

$\nabla_G ~Tr(A \log GG^t)$ when A is a PSD matrix?

Gradient of the trace of the logarithm of a product

Suppose $G$ and $A$ are full rank matrices. Is there a closed-form solution for

$$\nabla_G \mbox{Tr} (A \log GG^\top)$$

when $A$ is a PSD matrix?

Source Link

gradient of trace of log of a matrix

Suppose $G$ and $A$ are full rank matrices. Is there a closed-form solution for

$\nabla_G ~Tr(A \log GG^t)$ when A is a PSD matrix?