Recent content by fbelotti

  1. F

    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...
  2. F

    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(...
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