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logdet_spd

Function logdet_spd 

Source
fn logdet_spd(matrix: &[Vec<f64>]) -> f64
Expand description

Natural log-determinant of a symmetric positive-definite matrix via Cholesky.

log|A| = 2 Σ log Lᵢᵢ where A = L Lᵀ. The phi covariances are SPD by construction (eps-regularised), so the Cholesky cannot fail in practice.