This week's chronologically varied selection includes instrumental music written by one of the giants of Elizabethan music and a baffling, beguiling work composed by a 20th-century maverick, inspired by a visit to a Japanese garden. There's also a splendid new recording of an Italian opera which opens with one of the world's most famous tunes.

Lucian Freud, who died aged 88 at his west London home on Wednesday, was often described as Britain's greatest living artist. In the six decades he was active, figurative painting went in and out of fashion - though mostly it was out - but Freud remained resolutely outside and beyond fashion. As both an art world grandee and something of a celebrity, he really had no rival, though perhaps David Hockney, still alive and 15 years his junior, came closest. Freud, however, had a very different way of looking: cooler, harder, more penetrative. Below, four writers pay their personal tributes.

Never has a French invasion of these shores been quite so welcome. The two-day siege currently being staged in the Royal Albert Hall by Myung-Whun Chung and his Orchestra Philharmonique de Radio France opened last night with patriotic fervour in an all-French programme. Even Beethoven’s Triple Concerto began rolling its “R”s when cajoled into life by the dashing Capuçon brothers. While their strongly accented interpretation may not have been to everyone’s taste, as an exhalation after the meditative intensity of Messiaen and Dusapin it was perfectly judged.

From Middle-earth, middle England and Nibelheim they came, adventurers anxious to acclaim an Unjustly Neglected British Masterpiece. Praise, or curse, their persistence in steering the BBC and the Albert Hall back to Havergal Brian's biggest work after 31 years; hail by all means conductor Martyn Brabbins's flexible command of nine choirs and two orchestras. All I can say is that before I sat through nearly two long hours of continuous music last night, I proclaimed that this was exactly the sort of thing the Proms should be trying.

This week’s reviews include a generous Liszt anthology played by one of the 20th century’s most fondly remembered pianists. There’s a reissued box of Beethoven symphonies performed on modern instruments by one of the classiest European orchestras. Heading further north, we've a repackaged set of Sibelius symphonies with some essential extras.

The funny thing about updating is how old-fashioned it can seem. Perhaps that’s why opera directors “update” to the Fifties, building in their own obsolescence. Steven Berkoff didn’t deliberately do this (I suppose) in his Oedipus play Greek; yet behind the interminable shits and fucks, the inyerface monkey farts, the snot and the vomit, there does lurk a rather touching aproned and flat-capped mum-and-dad Family Favourites world that was certainly long dead by 1980, when the play was first done. And it’s one of the strong points of Mark-Anthony Turnage’s 1988 opera that it preserves all the essentials of the play but seems less of a period piece.

An unreleased live recording from a much missed conductor provides heartwarming food for the soul, while another podium giant brings musicality to uncompromising Modernism, aided by a phenomenal pianist. Meanwhile, a Hungarian exile in Hollywood takes a break from composing film scores and thinks of home.

A subtly haunting and brilliantly composed photograph by André Kertész lives on as a wistfully memorable image of exile: in Lost Cloud, 1937, a small, isolated cloud drifts we know not where next to a New York skyscraper. Kertész is one of the quintet of Hungarian Jewish photographers who are acknowledged as among the greatest of the last century. Kertész, Laszlo Moholy-Nagy, Robert Capa, Martin Munkácsi and Brassaï are the most familiar among the staggeringly accomplished Hungarian photographers who feature in the Royal Academy’s exhibition Eyewitness.

It’s the oldest coup de théâtre in the postmodernist playbook – the curtain rises to reveal an audience staring back at us – but still, in the opening seconds of Willy Decker’s Peter Grimes, one of the most effective. Our theatrical doubles here are sinister creatures indeed, massed rows of sombre Victorians whose brutal Christianity is no less severe than the angles of John Macfarlane’s set. As gazes meet across the courtroom in that moment we confront ourselves, discover ourselves in the folk of the Borough, implicated absolutely in their tragedy.

This week we’ve a brilliant, budget-priced box of Beethoven symphonies played on authentic instruments. It’ll remind you of how much fun there is to be had with this most iconic of composers. A historical recording of a famous cellist reappears, but the best reason to listen to the disc is to hear a famous Czech conductor achieving miracles. And there’s an entertaining, educative DVD featuring a conductor who’s in his element when addressing an audience.