9:08 AM
specific-question Is real-algebra suitable here? Would maybe matrix-calculus be more suitable? How to find the derivation of a determinant with respect to the corresponding matrix?
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Assume $A$ is a covariance matrix. You can add further assumption on $A$ (such as a real symmetric matrix, or nonsingular) in the following calculation. How to find the derivation of $\det{(A)}$ with respect to the matrix $A$? That is, $\frac{d}{dA}\det{(A)}=?$ In addiction, $\frac{d}{dA}(\det...
To be honest, I am not sure what is actually mean by real-algebra. (This is probably sign of my ignorance.) The tag-info is currently empty and looking at the questions in this tag I was not sure when it is used. (Most likely because I am not very familiar with the topics in those questions.)
9:29 AM
Still, it would probably be useful to have some description of the intended usage of (real-algebra) in the tag-info.
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