Mercurial > hg > camir-ismir2012

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

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
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
parents
children
comparison
equal deleted inserted replaced
-1:000000000000 0:cc4b1211e677
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)));