Question

X'*A*X和X'*A'*X相等吗?题中X是n维列向量,A是n阶方阵,并不一定是对称矩阵.

Answer 1

相等.

X'AX = (X'AX)' = X'A'X

联系你另一个问题,则有

X'AX = (1/2) [ X'AX+X'A'X ] = X' (0.5(A+A'))X