Let $A \in \mathbb{R}^{D \times E}$, $X \in \mathbb{R}^{E \times F}$, $B \in \mathbb{R}^{F \times D}$. Compute $\frac{dg}{dX}$ where $g(X) = tr(AXB)$.
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First, let's write out the expression for g(X) = tr(AXB) in terms of matrix multiplication: g(X) = tr(AXB) = sum_i sum_j (AXB)_{ij} Show more…
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