Doubt in Derivation of Equation 11

[Siddharth-Shrivastava7]

Hi @MengyuWang826 @henghuiding @liu6381810 @weiyc, Congrats on your work!

I wondered how you came from step 1 to step 2 in the above figure. My claim is that: since the denominator is scalar, it will be divided by the individual elements of the numerator 2x2 matrix, and thus, the resulting 2x2 matrix in the numerator will depend upon the components of x_t as well

I am hoping for your kind help.
Thanks!