For any positive definite matrix A, define the matrix B = log(A) by A = exp (B)
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For any positive definite matrix A, define the matrix B = log(A) by A = exp (B) = I + B + B2/2! + … + Br/r! + …
By inverting this series, or otherwise, show that log |A| = tr log (A), where ∣A∣ is the determinant of A.
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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