view 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
line wrap: on
line source
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)));