How to show $u_1^TA^TAu_1+u_2^TA^TAu_2+cdots+u_n^TA^TAu_n$ as a matrix multiplication? [on hold]
Let $u_i$'s in $mathbb{R}^m$ be a set of orthogonal vectors and $A in mathbb{R}^{n times m}$.
Consider the following matrix multiplication
$$u_1^TA^TAu_1+u_2^TA^TAu_2+cdots+u_n^TA^TAu_n$$
which is a scalar.
How can we abbreviate this matrix summation into just one matrix multiplication?
linear-algebra matrices
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Let $u_i$'s in $mathbb{R}^m$ be a set of orthogonal vectors and $A in mathbb{R}^{n times m}$.
Consider the following matrix multiplication
$$u_1^TA^TAu_1+u_2^TA^TAu_2+cdots+u_n^TA^TAu_n$$
which is a scalar.
How can we abbreviate this matrix summation into just one matrix multiplication?
linear-algebra matrices
put on hold as off-topic by Saad, Dando18, amWhy, Shailesh, KReiser yesterday
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Saad, amWhy, Shailesh, KReiser
If this question can be reworded to fit the rules in the help center, please edit the question.
add a comment |
Let $u_i$'s in $mathbb{R}^m$ be a set of orthogonal vectors and $A in mathbb{R}^{n times m}$.
Consider the following matrix multiplication
$$u_1^TA^TAu_1+u_2^TA^TAu_2+cdots+u_n^TA^TAu_n$$
which is a scalar.
How can we abbreviate this matrix summation into just one matrix multiplication?
linear-algebra matrices
Let $u_i$'s in $mathbb{R}^m$ be a set of orthogonal vectors and $A in mathbb{R}^{n times m}$.
Consider the following matrix multiplication
$$u_1^TA^TAu_1+u_2^TA^TAu_2+cdots+u_n^TA^TAu_n$$
which is a scalar.
How can we abbreviate this matrix summation into just one matrix multiplication?
linear-algebra matrices
linear-algebra matrices
edited yesterday
JimmyK4542
40.5k245105
40.5k245105
asked yesterday
Saeed
698310
698310
put on hold as off-topic by Saad, Dando18, amWhy, Shailesh, KReiser yesterday
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Saad, amWhy, Shailesh, KReiser
If this question can be reworded to fit the rules in the help center, please edit the question.
put on hold as off-topic by Saad, Dando18, amWhy, Shailesh, KReiser yesterday
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Saad, amWhy, Shailesh, KReiser
If this question can be reworded to fit the rules in the help center, please edit the question.
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2 Answers
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If you set $U = begin{bmatrix}u_1 & u_2 & cdots & u_nend{bmatrix} in mathbb{R}^{mtimes n}$, then $AU = begin{bmatrix}Au_1 & Au_2 & cdots & Au_nend{bmatrix}$.
So $|AU|_F^2 = |Au_1|_2^2+|Au_2^2|+cdots+|Au_n|_2^2 = u_1^TA^TAu_1+u_2^TA^TAu_2+cdots+u_n^TA^TAu_n$.
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You've got
begin{align}
sum_{i=1}^{m}u_i^{top}A^{top}Au_i &= sum_{i=1}^{m}operatorname{Tr}(u_iu_i^{T}A^{T}A)=operatorname{Tr}left(sum_{i=1}^m u_i u_i^{top} cdot A^{top}Aright)
end{align}
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
If you set $U = begin{bmatrix}u_1 & u_2 & cdots & u_nend{bmatrix} in mathbb{R}^{mtimes n}$, then $AU = begin{bmatrix}Au_1 & Au_2 & cdots & Au_nend{bmatrix}$.
So $|AU|_F^2 = |Au_1|_2^2+|Au_2^2|+cdots+|Au_n|_2^2 = u_1^TA^TAu_1+u_2^TA^TAu_2+cdots+u_n^TA^TAu_n$.
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If you set $U = begin{bmatrix}u_1 & u_2 & cdots & u_nend{bmatrix} in mathbb{R}^{mtimes n}$, then $AU = begin{bmatrix}Au_1 & Au_2 & cdots & Au_nend{bmatrix}$.
So $|AU|_F^2 = |Au_1|_2^2+|Au_2^2|+cdots+|Au_n|_2^2 = u_1^TA^TAu_1+u_2^TA^TAu_2+cdots+u_n^TA^TAu_n$.
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If you set $U = begin{bmatrix}u_1 & u_2 & cdots & u_nend{bmatrix} in mathbb{R}^{mtimes n}$, then $AU = begin{bmatrix}Au_1 & Au_2 & cdots & Au_nend{bmatrix}$.
So $|AU|_F^2 = |Au_1|_2^2+|Au_2^2|+cdots+|Au_n|_2^2 = u_1^TA^TAu_1+u_2^TA^TAu_2+cdots+u_n^TA^TAu_n$.
If you set $U = begin{bmatrix}u_1 & u_2 & cdots & u_nend{bmatrix} in mathbb{R}^{mtimes n}$, then $AU = begin{bmatrix}Au_1 & Au_2 & cdots & Au_nend{bmatrix}$.
So $|AU|_F^2 = |Au_1|_2^2+|Au_2^2|+cdots+|Au_n|_2^2 = u_1^TA^TAu_1+u_2^TA^TAu_2+cdots+u_n^TA^TAu_n$.
answered yesterday
JimmyK4542
40.5k245105
40.5k245105
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You've got
begin{align}
sum_{i=1}^{m}u_i^{top}A^{top}Au_i &= sum_{i=1}^{m}operatorname{Tr}(u_iu_i^{T}A^{T}A)=operatorname{Tr}left(sum_{i=1}^m u_i u_i^{top} cdot A^{top}Aright)
end{align}
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You've got
begin{align}
sum_{i=1}^{m}u_i^{top}A^{top}Au_i &= sum_{i=1}^{m}operatorname{Tr}(u_iu_i^{T}A^{T}A)=operatorname{Tr}left(sum_{i=1}^m u_i u_i^{top} cdot A^{top}Aright)
end{align}
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You've got
begin{align}
sum_{i=1}^{m}u_i^{top}A^{top}Au_i &= sum_{i=1}^{m}operatorname{Tr}(u_iu_i^{T}A^{T}A)=operatorname{Tr}left(sum_{i=1}^m u_i u_i^{top} cdot A^{top}Aright)
end{align}
You've got
begin{align}
sum_{i=1}^{m}u_i^{top}A^{top}Au_i &= sum_{i=1}^{m}operatorname{Tr}(u_iu_i^{T}A^{T}A)=operatorname{Tr}left(sum_{i=1}^m u_i u_i^{top} cdot A^{top}Aright)
end{align}
answered yesterday
Nadiels
2,385413
2,385413
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