lcholdet


function lcholdet(L:RealMatrixLike) -> RealScalarLike

Logarithm of the determinant of a symmetric positive definite matrix via the Cholesky factorization. The determinant of a positive definite matrix is always positive, so its logarithm is defined.

  • L Lower-triangular Cholesky factor L of the symmetric positive definite matrix S = LL^\top.

Returns Result \log(\det S) = \log(\det LL^\top) = 2 \log(\det L).