Key points are not available for this paper at this time.
The Matrix Cookbook http://matrixcookbook.com Kaare Brandt Petersen Michael Syskind Pedersen Version: November 15, 2012 The Matrix Cookbook http://matrixcookbook.com Kaare Brandt Petersen Michael Syskind Pedersen Version: November 14, 2008
Petersen et al. (Thu,) studied this question.