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annotate toolboxes/FullBNT-1.0.7/KPMtools/logdet.m @ 0:cc4b1211e677 tip

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initial commit to HG from Changeset: 646 (e263d8a21543) added further path and more save "camirversion.m"
author Daniel Wolff
date Fri, 19 Aug 2016 13:07:06 +0200
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Daniel@0 1 function y = logdet(A)
Daniel@0 2 % log(det(A)) where A is positive-definite.
Daniel@0 3 % This is faster and more stable than using log(det(A)).
Daniel@0 4
Daniel@0 5 % From Tom Minka's lightspeed toolbox
Daniel@0 6
Daniel@0 7 U = chol(A);
Daniel@0 8 y = 2*sum(log(diag(U)));