Hey,
I have one function that is consisted of several matrices.. The function is,
R := log(determinant(MCOV))+trace(multiply(SCOV, inverse(MCOV)))-log(det(SCOV))-2+Transpose(SM-TAU-multiply(L,K))&*inverse(MCOV)&*(SM-TAU-multiply (L, K));
where MCOV, SCOV, SM,TAU, L, K are all matrics. In a MCOV and L, there are symbols also..
I have tried to get second derivative of R function with respect to each symbol.
1017.html
Q1. (Equation 12 in uploaded file) After defining all MCOV, SCOV, SM,TAU, L, and K, I typed R function. The maple showed just ( ) with out anything inside () in the place of " trace(multiply(SCOV, inverse(MCOV))) ". Could anyone explain to me?
Q2. (Equation 13 in uploaded file) When I tried to get one second derivative of R, for example, using
SDL1:=map(Diff,R(L1,L2,F,K), (L1,2));
MAPLE showed that
Diff(ln(determinant(MCOV)) (L1,L2,F,K) L1,2)+Diff(L1,2) +Diff.............
Why didn't MAPLE show the actual results of "Diff(ln(determinant(MCOV)) (L1,L2,F,K) L1,2)"? What should I do to see the result?
Q3. (Equation 25 in uploaded file) Please help me how to get inverse of one matrix in Equation 25!!!! I am almost desperate!!
Thank you guys... Best best luck in the future to anyone who leave any comment!!!!
Yoonjeong
