Log( det(sxx) ) for Positive definite matrix Copyright (C) 2011, ATR All Rights Reserved. License : New BSD License(see VBMEG_LICENSE.txt)
0001 function d = vb_log_det(sxx) 0002 % Log( det(sxx) ) for Positive definite matrix 0003 % 0004 % Copyright (C) 2011, ATR All Rights Reserved. 0005 % License : New BSD License(see VBMEG_LICENSE.txt) 0006 0007 % Gauss の消去法による三角行列因子 0008 0009 [L,U] = lu(sxx); 0010 eig_val = abs( diag(U) ); 0011 0012 d = sum( log( eig_val ) );