Timeline for An integral problem related to matrix determinant
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
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| Jun 27, 2014 at 15:58 | comment | added | Yicong Liang | Thank you very much! The wikipage is be very helpful. Well, the limit situation when $r_1$ and $r_2$ approach to $\infty$ corresponds to a model in my field which is derived in 2012 and I want to expand it. So I guess it is very difficult... | |
| Jun 27, 2014 at 15:44 | comment | added | Igor Khavkine | One thing that would help is the en.wikipedia.org/wiki/Matrix_determinant_lemma, which lets you simplify the calculation of the determinants. Otherwise, there's little chance of an explicit solution, especially with all these parameters. You can get an explicit answer when $n=0$, maybe when $n=1$; beyond that it's doubtful. There might also be a way to approximate the integral when $r_1$ and $r_2$ are large, or when the distances between the $y_i$ vectors are large. So, which of those possibilities are important to you? | |
| Jun 27, 2014 at 15:12 | comment | added | Yicong Liang | Yes, they are symmetric, positive semidefinite. | |
| Jun 27, 2014 at 15:10 | comment | added | Igor Khavkine | Do you also presume that $\mathbf{A}$ and $\mathbf{B}$ are symmetric? | |
| Jun 27, 2014 at 14:19 | history | edited | Yicong Liang | CC BY-SA 3.0 |
improved formatting
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| Jun 27, 2014 at 14:16 | comment | added | Yicong Liang | Hi, the question is the value of this integral. I confronted the question when deriving a Bayesian framework for pattern verification. | |
| Jun 27, 2014 at 14:12 | review | First posts | |||
| Jun 27, 2014 at 14:28 | |||||
| Jun 27, 2014 at 14:02 | comment | added | Loïc Teyssier | Is there a specific context in which the question arose ? And by the way, what is the question ? | |
| Jun 27, 2014 at 13:54 | history | asked | Yicong Liang | CC BY-SA 3.0 |