Let’s play around with matrix derivatives! A trace Tr(X)Tr(X) of a matrix XX is a sum of its diagonal elements. For example: Tr\left( 1331 \right) = 1 + 1 = 2Tr( 1 3 3 1 )=1+1=2. Note that trace is a scalar! Let’s find a matrix notation for \frac{\partial Tr(X^2)}{\partial X} ∂X ∂Tr(X 2 ) for matrix X = \left( x1,1×2,1×1,2×2,2 \right)X=( x 1,1 x 2,1 x 1,2 x 2,2 ), where X^2X 2 is a matrix product X \cdot XX⋅X. Please do this element-wise and figure out a matrix notation for it:
Select the correct answer from above options
