Let $$f (X) := \operatorname{Tr} \left( A (XAX)^{+} A \right)$$ I would like to find the gradient $\nabla_X f$.
I am puzzled by this. I cannot find a closed form. Could someone please give me hints or help me out?
Let $$f (X) := \operatorname{Tr} \left( A (XAX)^{+} A \right)$$ I would like to find the gradient $\nabla_X f$.
I am puzzled by this. I cannot find a closed form. Could someone please give me hints or help me out?
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