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annotate toolboxes/FullBNT-1.0.7/KPMtools/logdet.m @ 0:e9a9cd732c1e tip

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first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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wolffd@0 1 function y = logdet(A)
wolffd@0 2 % log(det(A)) where A is positive-definite.
wolffd@0 3 % This is faster and more stable than using log(det(A)).
wolffd@0 4
wolffd@0 5 % From Tom Minka's lightspeed toolbox
wolffd@0 6
wolffd@0 7 U = chol(A);
wolffd@0 8 y = 2*sum(log(diag(U)));