Log-determinant from a Cholesky factor — chol

Computes log(det(X)) from the Cholesky factor of a symmetric positive-definite matrix X as 2 * sum(log(diag(R))), which avoids forming the full determinant and is numerically stable.

Usage

chol_logdet(factor)

Arguments

factor: An amChol object from chol_factor.

Value

Scalar double; the log-determinant of the source matrix.

Examples

m <- crossprod(matrix(rnorm(16), 4, 4)) + diag(4)
A <- adgeMatrix(m)
fac <- chol_factor(A)
chol_logdet(fac)
#> [1] 5.853034