New user self-registration is disabled due to spam. Please email eigen-core-team @ if you need an account.
Before reporting a bug, please make sure that your Eigen version is up-to-date!
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...
Alias: None
Product: Eigen
Classification: Unclassified
Component: Sparse (show other bugs)
Version: 3.3 (current stable)
Hardware: All All
: Normal Feature Request
Assignee: Nobody
Keywords: JuniorJob
Depends on:
Reported: 2014-03-10 18:45 UTC by Douglas Bates
Modified: 2015-04-14 12:03 UTC (History)
1 user (show)


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.

Note You need to log in before you can comment on or make changes to this bug.