logdet.m

来自「马尔可夫过程是一类重要的随机过程,它的原始模型马尔可夫链,由俄国数学家Α.Α.马」· M 代码 · 共 9 行

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)));