Recent content by fbelotti
-
F
Graduate Derivative of Log Determinant of a Matrix w.r.t a scalar parameter
Mute, you are perfectly right. Many thanks for pointing that out. It was too simple... maybe it was too late and I was too tired... -
F
Graduate Derivative of Log Determinant of a Matrix w.r.t a scalar parameter
Hi All, I'm trying to solve the following derivative with respect to the scalar parameter \sigma $$\frac{\partial}{\partial \sigma} \ln|\Sigma|,$$ where \Sigma = (\sigma^2 \Lambda_K) and \Lambda_K is the following symmetric tridiagonal K \times K matrix $$ \Lambda_{K} = \left(...