Mercurial > hg > ishara

view general/numerical/matrix/logdet.m @ 16:db7f4afd27c5

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
Rearranging numerical toolbox.
author samer
date Thu, 17 Jan 2013 13:20:44 +0000
parents general/numerical/logdet.m@e44f49929e56
children
line wrap: on
line source
function y = logdet(A)
% logdet - logdet(X)=log(det(X)) where A is positive-definite and Hermitian.
%
% logdet :: [[N,N]] -> nonneg.
%
% This is faster and more stable than using log(det(A)).
% Samer: Use LOGABSDET for general matrices.

%  From Tom Minka's lightspeed toolbox

[U,p] = chol(A);
if p>0, y=-inf;
else y = 2*sum(log(full(diag(U))));
end