annotate general/numerical/matrix/logdet.m @ 61:eff6bddf82e3 tip

Finally implemented perceptual brightness thing.
author samer
date Sun, 11 Oct 2015 10:20:42 +0100
parents db7f4afd27c5
children
rev   line source
samer@4 1 function y = logdet(A)
samer@4 2 % logdet - logdet(X)=log(det(X)) where A is positive-definite and Hermitian.
samer@4 3 %
samer@4 4 % logdet :: [[N,N]] -> nonneg.
samer@4 5 %
samer@4 6 % This is faster and more stable than using log(det(A)).
samer@4 7 % Samer: Use LOGABSDET for general matrices.
samer@4 8
samer@4 9 % From Tom Minka's lightspeed toolbox
samer@4 10
samer@4 11 [U,p] = chol(A);
samer@4 12 if p>0, y=-inf;
samer@4 13 else y = 2*sum(log(full(diag(U))));
samer@4 14 end