How can I compute the below integral?
$$ \int e^{-1/2*tr[(\mu\mu^T-\mu m^T-m\mu^T)\Sigma]}d\mu $$
in which $\mu \in R^{n},m \in R^{n},\Sigma \in R^{n*n}$ and $tr(.)$ is trace of matrix.
I have problem with integral join with trace. how can I solve it?