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Note on traces of matrix products involving inverses of positive definite ones

Grzybowski A. Z.

Journal of Applied Mathematics and Computational Mechanics

2018

Vol. 17, nr 1

29--36

This short note is devoted to the analysis of the trace of a product of two matrices in the case where one of them is the inverse of a given positive definite matrix while the other is nonnegative definite. In particular, a relation between the trace of A-1 H and the values of diagonal elements of the original matrix A is analysed.