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

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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-1:000000000000 0:e9a9cd732c1e
1 function y = logdet(A)
2 % log(det(A)) where A is positive-definite.
3 % This is faster and more stable than using log(det(A)).
4
5 % From Tom Minka's lightspeed toolbox
6
7 U = chol(A);
8 y = 2*sum(log(diag(U)));