SpatioTemporal (version 1.1.2)

sumLogDiag: Sum the Logarithm of Diagonal Elements

Description

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

Usage

sumLogDiag(mat)

Arguments

mat

A square matrix (preferably a Cholesky factor).

Value

• Sum of the logarithm of the diagonal elements.

See Also

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

Examples

#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)
if( abs(log(det(R)) - sumLogDiag(R)) > 1e-10 ){
    stop("sumLogDiag: Results not equal")
  }