diff options
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))); |
