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Let A(t) be a continuous family of n*n matrices and let P(t) be the matrix solution to the initial value of problem P = A
Let A(t) be a continuous family of n*n matrices and let P(t) be the matrix solution to the initial value of problem P=A(t)P ,P(0)=P0 .Show that
detP(t)=(detP0)exp(0tTrA(s)ds)
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Statistical Inference
Authors: George Casella, Roger L. Berger
2nd edition
0534243126, 978-0534243128
