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?
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?