Jacobi’s formula for the derivative of a determinant
gotohaggstrom.com › Jacobis formula for theTo get some feel for how one might calculate the derivative of a matrix with repsect to a parameter, take the simple 2 2 case. The determinant is a function of the matrix so let us consider f(A) = f(a 11;a 12;a 21;a 22) (remember the tdependency is suppressed for convenience). Hence the chain rule gives: df dt = Xn i=1 Xn j=1 @f @a ij @a ij @t = n i=1 Xn j=1 @f @a ij da ij dt (13)