NAME

get_log_determinant_of_PD_matrix - Computes the log of the determinant of a positive-definite matrix.

SYNOPSIS

#include "n/n_det.h"

Example compile flags (system dependent):
  -DLINUX_X86_64 -DLINUX_X86_64_OPTERON  -DGNU_COMPILER 
   -I/home/kobus/include
   -L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
  -lKJB                               -lfftw3  -lgsl -lgslcblas -ljpeg  -lSVM -lstdc++                    -lpthread -lSLATEC -lg2c    -lacml -lacml_mv -lblas -lg2c      -lncursesw 


int get_log_determinant_of_PD_matrix
(
	const Matrix *A,
	double *det
);

DESCRIPTION

This routine finds the log of the determinant of a positive-definite matrix. The matrix pointed to by A must be positive definite.

RETURNS

Returns ERROR on failure, setting the the errors string accordingly, and NO_ERROR otherwise.

DISCLAIMER

This software is not adequatedly tested. It is recomended that results are checked independantly where appropriate.

AUTHOR

Ernesto Brau

DOCUMENTER

Ernesto Brau