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For questions about inverses and pseudoinverses of matrices.

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Derivative of log determinant and inverse

I have a matrix $\Sigma$ with element $(i,j)$ $$\Sigma_{i,j}= \exp(-h_{i,j}\rho).$$ The matrix is positive definite and symmetric (it is a covariance matrix). Now I need to evaluate $$\frac{\partia …
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