- #1
Fb.Researcher
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Homework Statement
I try to solve this integral with with parameter x as a member of this scale:(-∞ , +∞)
I=∫∏dx exp(-0.5XAX + XB)=∫∏dx exp( Ʃ-0.5xa[j]x[j] +Ʃ xb )
In which a[j] and b are components of telated matrix and vector and the first sum is on i and j ranges from 1 to N .Also X and B are two vector with N component and A is a N*N matrix,so the integral is over all x (which denote components of X).
Homework Equations
Gaussian integrals in the same scale obey this equation:
∫dx exp( -ax^2 ) =√(π/a)
The Attempt at a Solution
Using a change in variables like X=Y + CB with CA=Ac=1 should be appropriate:
-0.5(XAX) + XB=(-0.5)(Y+CB)A(Y+CB)+(Y+CB)B=(-0.5)(YAY+YACB+CBAY+(CB)^2)+YB+CB^2
= (-0.5)(YAY+YACB+CBAY+(CB)^2)+YACB+CB^2
=(-0.5)(YAY+CBAY+(CB)^2-YACB + 2CBB)
The problem is there is no YY=Ʃyy to help me change this problem to a Gaussian problem.Another problem is with YACB and CBAY that arenot compatible with this equation:
(A+B)^2=A^2+B^2+AB+BA .
Thank you for noticing.