logdet: Returns the log determinant for a symmetric positive definite...

View source: R/gev.R

logdetR Documentation

Returns the log determinant for a symmetric positive definite matrix.

Description

This internal function returns the log determinant of a positive definite matrix by using the trace of a the Cholesky trick. Its way faster than what you find in base.

Usage

logdet(A)

Arguments

A

A symmetric positive definite matrix.

Value

A scalar giving the log determinant of A

Author(s)

Alex Lenkoski <alex@nr.no>


NorskRegnesentral/SpatGEVBMA documentation built on July 22, 2023, 9:59 a.m.