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em12

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  1. Hope this is in the right section. Having trouble ironing out an apparent inconsistency in matrix trace derivative rules. Two particular rules for matrix trace derivatives are [math]\frac{\partial}{\partial\mathbf{X}} Tr(\mathbf{X}^2\mathbf{A})=(\mathbf{X}\mathbf{A}+\mathbf{A}\mathbf{X})^T[/math] and [math] \frac{\partial}{\partial\mathbf{X}} Tr(\mathbf{X}\mathbf{A}\mathbf{X}^T)=\mathbf{X}\mathbf{A}^T+\mathbf{X}\mathbf{A}[/math] Now assume that [math]\mathbf{A}[/math] is diagonal and [math] \mathbf{X}[/math] is anti-symmetric. Then by the cyclic property of the trace, [math]-Tr(\mathbf{X}^2\mathbf{A})=Tr(\mathbf{X}\mathbf{A}\mathbf{X}^T)[/math]. So the two derivatives should be equal up to a minus sign, no? However, the first rule returns the derivative [math]- (\mathbf{X}\mathbf{A}+\mathbf{A}\mathbf{X})[/math] and the second returns [math] 2\mathbf{X}\mathbf{A}[/math]. The two matrices do not commute, so the results are different. Am I missing something?
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