[線代] trace(H)=d+1
H = X(X^tX)^-1X^t
X : an N by d+1 real matrix
X^t : the transpose of X
X^-1: the inverse of X
Show that trace(H)=d+1. [Hint: trace(AB)=trace(BA)]
How to prove it ???
--
※ 發信站: 批踢踢實業坊(ptt.cc), 來自: 61.220.35.20
※ 文章網址: https://www.ptt.cc/bbs/Math/M.1469515874.A.EEC.html
→
07/26 15:36, , 1F
07/26 15:36, 1F
→
07/26 16:27, , 2F
07/26 16:27, 2F
→
07/26 23:19, , 3F
07/26 23:19, 3F
→
07/26 23:21, , 4F
07/26 23:21, 4F
→
07/26 23:21, , 5F
07/26 23:21, 5F
→
07/26 23:21, , 6F
07/26 23:21, 6F
→
07/27 12:00, , 7F
07/27 12:00, 7F
→
07/27 12:02, , 8F
07/27 12:02, 8F
→
07/27 12:02, , 9F
07/27 12:02, 9F
→
07/27 12:03, , 10F
07/27 12:03, 10F