i=1 As described in the CS229 lecture notes, the trace has the following properties (included here for the sake of completeness): • For A ∈ Rn×n, trA = trAT . • For A, B ∈ Rn×n, tr(A + B) = trA + trB . • For A ∈ Rn×n, t ∈ R, tr(tA) = t trA. ...