log-det 函数求导

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it |
分类: 数学基础 |
log-det
函数求导过程
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http://s7/mw690/002HPwUbzy6LMk6KYxE06&690函数求导" TITLE="log-det
上述推导过程中使用到了矩阵逆和矩阵行列式、矩阵伴随矩阵之间的关系,如下:
【转载:http://en.wikipedia.org/wiki/Adjugate_matrix】
The adjugate of
In more detail: suppose
- The (i,j)
minor of A, denoted Aij, is the determinant of the (n − 1)×(n − 1) matrix that results from deleting row i and column j of A.
- The
cofactor matrix of A is the n×n matrix C whose (i,j) entry is the (i,j) cofactor of A:
- The adjugate of
A is the transpose of C, that is, the n×n matrix whose (i,j) entry is the (j,i) cofactor of A:
The adjugate is defined as it is so that the product of A and its
adjugate yields a
A