Determinant
[Linear Algebra]


Functions

double itpp::det (const mat &X)
 Determinant of real square matrix.

Calculate determinant of the real matrix $\mathbf{X}$.

std::complex< double > itpp::det (const cmat &X)
 Determinant of complex square matrix.

Calculate determinant of the complex matrix $\mathbf{X}$.


Function Documentation

std::complex< double > itpp::det ( const cmat X  ) 

Determinant of complex square matrix.

Calculate determinant of the complex matrix $\mathbf{X}$.

Uses LU-factorisation.

\[ \det(\mathbf{X}) = \det(\mathbf{P}^T \mathbf{L}) \det(\mathbf{U}) = \det(\mathbf{P}^T) \prod(\mathrm{diag}(\mathbf{U})) \]

and the determinant of the permuation matrix is $ \pm 1$ depending on the number of row permutations

References it_assert_debug, and itpp::lu().

Referenced by bdm::EKFfull::bayes(), bdm::KalmanFull::bayes(), EKFfixed::bayes(), fsqmat::logdet(), and itpp::MOG_generic::setup_covs().

double itpp::det ( const mat X  ) 

Determinant of real square matrix.

Calculate determinant of the real matrix $\mathbf{X}$.

Uses LU-factorisation.

\[ \det(\mathbf{X}) = \det(\mathbf{P}^T \mathbf{L}) \det(\mathbf{U}) = \det(\mathbf{P}^T) \prod(\mathrm{diag}(\mathbf{U})) \]

and the determinant of the permuation matrix is $ \pm 1$ depending on the number of row permutations

References it_assert_debug, and itpp::lu().


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