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annotate toolboxes/FullBNT-1.0.7/KPMstats/matrix_normal_pdf.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 p = matrix_normal_pdf(A, M, V, K)
wolffd@0 2 % MATRIX_NORMAL_PDF Evaluate the density of a matrix under a Matrix-Normal distribution
wolffd@0 3 % p = matrix_normal_pdf(A, M, V, K)
wolffd@0 4
wolffd@0 5 % See "Bayesian Linear Regression", T. Minka, MIT Tech Report, 2001
wolffd@0 6
wolffd@0 7 [d m] = size(K);
wolffd@0 8 c = det(K)^(d/2) / det(2*pi*V)^(m/2);
wolffd@0 9 p = c * exp(-0.5*tr((A-M)'*inv(V)*(A-M)*K));