Mercurial > hg > camir-aes2014
diff 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 |
| parents | |
| children |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/KPMtools/logdet.m Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,8 @@ +function y = logdet(A) +% log(det(A)) where A is positive-definite. +% This is faster and more stable than using log(det(A)). + +% From Tom Minka's lightspeed toolbox + +U = chol(A); +y = 2*sum(log(diag(U)));