# Math Help - Kullback-Leibler distance for multivariate normal distribution

1. ## [SOLVED]Kullback-Leibler distance for multivariate normal distribution

Hi, I recently need to use KL distance as optimization measure, and I have to derive an analytic result for the case of two multivariate normal distribution. Although there is one is the multivariate normal distribution in Wikipedia, I found some difficulties in arriving at the same formula. Could anybody give a little verbose version of this derivation? Or give some reference on this topic.

Thanks for your appreciation!

2. I solved it myself, if anyone is interested, I'll post the solution.

3. I am trying to derive the Kullback-Leibler divergence for multivariate normal distributions myself, and I would be very grateful if you could show how you arrived at the solution.

4. I was closer to the finish line than I though, and I managed to arrive to the solution myself. Thanks anyway.