mvnormal.py 文件源码

def logsqrtdet(self):
    # Sigma = L^T L -- but be careful: only the lower triangle and
    # diagonal of L are actually initialized; the upper triangle is
    # garbage.
    L, _lower = self._cholesky

    # det Sigma = det L^T L = det L^T det L = (det L)^2.  Since L is
    # triangular, its determinant is the product of its diagonal.  To
    # compute log sqrt(det Sigma) = log det L, we sum the logs of its
    # diagonal.
    return np.sum(np.log(np.diag(L)))