- Let
∥A∥F=(⟨A,A⟩)1/2=(i=1∑mj=1∑naij2)1/2for A∈Rm×n.
The trace of an n×n matrix C, denoted tr(C), is the sum of its diagonal entries; that is,
tr(C)=c11+c22+⋯+cnn
If A and B are m×n matrices, show that
(a) ∥A∥F2=tr(ATA) (5%)
(b) ∥A+B∥F2=∥A∥F2+2tr(ATB)+∥B∥F2 (5%)