Correct terminology for standard basis matrices
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977e495841
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@ -52,7 +52,7 @@ df & = \operatorname{tr}(d\Delta^\top \Delta) + \operatorname{tr}(\Delta^\top d\
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& = 2\operatorname{tr}(\Delta^\top d\Delta).
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\end{align*}
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\]
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To compute $d\Delta$, it will be helpful to write the projection operator $\mathcal{P}$ more explicitly. Let $\mathcal{C}$ be the set of indices where the Gram matrix is unconstrained. We can express $C$ as the span of the elementary matrices $\{E_{ij}\}_{(i, j) \in \mathcal{C}}$. Observing that $E_{ij} X^\top E_{ij} = X_{ij} E_{ij}$ for any matrix $X$, we can do orthogonal projection onto $C$ using elementary matrices:
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To compute $d\Delta$, it will be helpful to write the projection operator $\mathcal{P}$ more explicitly. Let $\mathcal{C}$ be the set of indices where the Gram matrix is unconstrained. We can express $C$ as the span of the standard basis matrices $\{E_{ij}\}_{(i, j) \in \mathcal{C}}$. Observing that $E_{ij} X^\top E_{ij} = X_{ij} E_{ij}$ for any matrix $X$, we can do orthogonal projection onto $C$ using standard basis matrices:
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\[ \mathcal{P}(X) = \sum_{(i, j) \in \mathcal{C}} E_{ij} X^\top E_{ij}. \]
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It follows that
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\[
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@ -79,7 +79,7 @@ df & = 2\operatorname{tr}(-\Delta^\top \big[\mathcal{P}(A^\top Q\,dA)^\top + \ma
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& = -4 \operatorname{tr}\big(\Delta^\top \mathcal{P}(A^\top Q\,dA)\big),
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\end{align*}
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\]
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using the transpose-invariance and cyclic property of the trace in the final step. Writing the projection in terms of elementary matrices, we learn that
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using the transpose-invariance and cyclic property of the trace in the final step. Writing the projection in terms of standard basis matrices, we learn that
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\[
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\begin{align*}
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df & = -4 \operatorname{tr}\left(\Delta^\top \left[ \sum_{(i, j) \in \mathcal{C}} E_{ij} (A^\top Q\,dA)^\top E_{ij} \right] \right) \\
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