KL divergence measures the dissimilarity between two probability distributions. In this problem, you'll implement a function to compute the KL divergence between two multivariate Gaussian distributions given their means and covariance matrices.
Return DKL(P∥Q) as a Python float, where P=N(μp,Σp) is the first distribution (mu_p, Cov_p), Q=N(μq,Σq) is the second (mu_q, Cov_q) and k is the dimension:
DKL(P∥Q)=21[lndetΣpdetΣq−k+(μp−μq)⊤Σq−1(μp−μq)+tr(Σq−1Σp)]