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Equation on page 51 seems incorrect #7

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ankitkv opened this issue Jul 3, 2016 · 0 comments

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ankitkv commented Jul 3, 2016

For simplicity, let me refer to

\frac{\partial h_{t}}{\partial \underline{h}_{t}}

as D.

Then, an equation on page 51 says

DU = Q (\diag(D) \odot S) Q^{-1}

but the LHS is D Q S Q^{-1} and the RHS is Q D S Q^{-1}, which are not the same.

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