当参数 A 是正定矩阵(positive definite)时,logdet 利用相关矩阵分解的性质,将比 log(det(A)) 获得更快的效率:
function y = logdet(A)
try
U = chol(A);
y = 2*sum(log(diag(U))) ;
catch
y = 0;
warning('logdet:postdef', 'Matrix is not positive definite');
end
end
当参数 A 是正定矩阵(positive definite)时,logdet 利用相关矩阵分解的性质,将比 log(det(A)) 获得更快的效率:
function y = logdet(A)
try
U = chol(A);
y = 2*sum(log(diag(U))) ;
catch
y = 0;
warning('logdet:postdef', 'Matrix is not positive definite');
end
end
转载于:https://www.cnblogs.com/mtcnn/p/9422473.html