SpatioTemporal (version 1.1.7)

sumLogDiag: Sum the Logarithm of (Diagonal) Elements

Description

Computes the sum of the logarithm of the diagonal elements in a matrix, or of elements in a vector. This corresponds to the logarithm of the determinant for a Cholesky factor. Behaviour is undefined for any elements that are <=0.

Usage

sumLogDiag(mat)
  sumLog(v)

Arguments

mat

A square matrix (preferably a Cholesky factor).

v

A vector

Value

Sum of the logarithm of the (diagonal) elements.

See Also

Other basic linear algebra: blockMult, crossDist, dotProd, invCholBlock, makeCholBlock, norm2, solveTriBlock

Examples

# NOT RUN {
## Create a covariance matrix
S <- cbind(c(2,1),c(1,2))
## compute Cholesky factor
R <- chol(S)
## compute determinant
log(det(R))
## compare with sum of the logarithm of diagonal elements
sumLogDiag(R)
##or using sumLog (usefull e.g. for the Matrix-class)
sumLog(diag(R))

# }
# NOT RUN {
# }