matrix.py 文件源码

def logdet(C,eps=1e-6,safe=0):
    '''
    Logarithm of the determinant of a matrix
    Works only with real-valued positive definite matrices
    '''
    try:
        return 2.0*np.sum(np.log(np.diag(chol(C))))
    except numpy.linalg.linalg.LinAlgError:
        if safe: C = check_covmat(C,eps=eps)
        w = np.linalg.eigh(C)[0]
        w = np.real(w)
        w[w<eps]=eps
        det = np.sum(np.log(w))
        return det