trlog.m

来自「gaussian procession 原程序,用于解决分类问题,有兴趣可以看看」· M 代码 · 共 29 行

function [trl,L,U] = trlog(M)

% trace(log(M)) = log(det(M))
% computed using LU decomposition for large elements in M
% (only a little slower than the matlab method)

%            Matlab code for Gaussian Processes for Classification:
%                      GPCLASS version 0.2  10 Nov 97
%       Copyright (c) David Barber and Christopher K I Williams (1997)

%    This program is free software; you can redistribute it and/or modify
%    it under the terms of the GNU General Public License as published by
%    the Free Software Foundation; either version 2 of the License, or
%    any later version.
%
%    This program is distributed in the hope that it will be useful,
%    but WITHOUT ANY WARRANTY; without even the implied warranty of
%    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
%    GNU General Public License for more details.
%
%    You should have received a copy of the GNU General Public License
%    along with this program; if not, write to the Free Software
%    Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.

[L,U] = lu(M);
trl = sum(log(abs(diag(U))));