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| author | ziejd2 | 2018-03-14 23:23:33 -0500 |
|---|---|---|
| committer | GitHub | 2018-03-14 23:23:33 -0500 |
| commit | 1ff6baa44e22b91eefb48aea6f3befa078c0489b (patch) | |
| tree | e0fd79d2e32fd2aedda2eadaed0f19af3514c520 /sourcecodes/bnt-master/KPMtools/logdet.m | |
| parent | 6882395afdadf4e982b25b5215071a0932730950 (diff) | |
| parent | c80226899f5cdd9f11c163817d59445213f5bef0 (diff) | |
| download | BNW-1ff6baa44e22b91eefb48aea6f3befa078c0489b.tar.gz | |
Merge pull request #1 from ziejd2/octave_php_separate
Octave php separate
Diffstat (limited to 'sourcecodes/bnt-master/KPMtools/logdet.m')
| -rw-r--r-- | sourcecodes/bnt-master/KPMtools/logdet.m | 8 |
1 files changed, 8 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/KPMtools/logdet.m b/sourcecodes/bnt-master/KPMtools/logdet.m new file mode 100644 index 00000000..cfff98d2 --- /dev/null +++ b/sourcecodes/bnt-master/KPMtools/logdet.m @@ -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))); |