Daniel@0: function y = logdet(A) Daniel@0: % log(det(A)) where A is positive-definite. Daniel@0: % This is faster and more stable than using log(det(A)). Daniel@0: Daniel@0: % From Tom Minka's lightspeed toolbox Daniel@0: Daniel@0: U = chol(A); Daniel@0: y = 2*sum(log(diag(U)));