Mercurial > hg > camir-ismir2012
diff toolboxes/FullBNT-1.0.7/KPMtools/logdet.m @ 0:cc4b1211e677 tip
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 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/KPMtools/logdet.m Fri Aug 19 13:07:06 2016 +0200 @@ -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)));