where Θ is an M × M matrix with Θ(m1,m2)=tr(FT(Wm1)TWm2F), μ is an M × 1 vector with μm = tr(FTWmF). The other terms in Eq. (6) are constant for a fixed F and irrelevant for α, thus they are not included in Eq. (7). Taking the partial derivatives with respect to α, we can obtain the following solution: