logdetPSD
logdetPSD(
aIn):Var
Defined in: linalg.js:177
Log-determinant of a symmetric positive-definite matrix.
Composed as 2·Σ log Lᵢᵢ rather than given its own adjoint: the derivative (A⁻¹) then falls out of the Cholesky adjoint, with one fewer formula to get wrong and no second factorization.
Parameters
aIn
Var | number[][]
Returns
scalar