Description Usage Arguments Value Author(s) See Also Examples
Computes the sum of the logarithm of the diagonal elements in a matrix, or of elements in a vector. This corresponds to the logarithm of the determinant for a Cholesky factor. Behaviour is undefined for any elements that are <=0.
1 2 3 | sumLogDiag(mat)
sumLog(v)
|
mat |
A square matrix (preferably a Cholesky factor). |
v |
A vector |
Sum of the logarithm of the (diagonal) elements.
Johan Lindstrom
Other basic linear algebra: blockMult
,
crossDist
, makeCholBlock
,
norm2
1 2 3 4 5 6 7 8 9 10 |
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