I am using align for multiline equations and works fine but I am encountering a limitation. I have terms between parenthesis opened and closed with \left( \right). Since there are many terms between them I need to split \right) to the next column of \left(. However in this way it does not compile.
Here my example. This compiles
\begin{align*}
&= \sigma^2 \left(\cancel{\left(X^TX\right)^{-1}}\cancel{X^T X} \left(X^TX\right)^{-1} + \left(X^T X\right)^{-1}X^TD^T \right)+\\
&\quad + D X \left(X^TX\right)^{-1} +DD^T =\\
\end{align*}
and this does not:
\documentclass{article}
\usepackage{amsmath, cancel}
\begin{document}
\begin{align*}
&= \sigma^2 \left(\cancel{\left(X^TX\right)^{-1}}\cancel{X^T X} \left(X^TX\right)^{-1} + \left(X^T X\right)^{-1}X^TD^T +\\
&\quad + D X \left(X^TX\right)^{-1} +DD^T \right)=\\
\end{align*}
\end{document}



\leftcommand has to be completed by a\rightcommand in the same line of the equation. So, try\right.in the end of the first line and\left.in the beginning of the second line. (dot version will print nothing but will help the commands to be complete) – koleygr Aug 23 '19 at 19:30