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