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Bug 757 - Provide a log-determinant method in addition to determinant for SimplicialCholesky
Summary: Provide a log-determinant method in addition to determinant for SimplicialCho...
Status: CONFIRMED
Alias: None
Product: Eigen
Classification: Unclassified
Component: Sparse (show other bugs)
Version: 3.3 (current stable)
Hardware: All All
: Normal Feature Request
Assignee: Nobody
URL:
Whiteboard:
Keywords: JuniorJob
Depends on:
Blocks:
 
Reported: 2014-03-10 18:45 UTC by Douglas Bates
Modified: 2015-04-14 12:03 UTC (History)
1 user (show)



Attachments

Description Douglas Bates 2014-03-10 18:45:18 UTC
Because sparse Cholesky factors can be very large, the determinant() method can encounter overflow/underflow.  Evaluating the logarithm of the determinant is more stable.
Comment 1 Christoph Hertzberg 2015-04-14 12:03:27 UTC
Yes, we should provide logAbsDeterminant, signDeterminant and absDeterminant for all (dense and sparse) decompositions.

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