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view 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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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)));