Home > vbmeg > functions > estimation > bayes > vb_log_det.m

vb_log_det

PURPOSE ^

Log( det(sxx) ) for Positive definite matrix

SYNOPSIS ^

function d = vb_log_det(sxx)

DESCRIPTION ^

 Log( det(sxx) ) for Positive definite matrix

 Copyright (C) 2011, ATR All Rights Reserved.
 License : New BSD License(see VBMEG_LICENSE.txt)

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

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 ) );

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