covmats.CovViaSparsePrecisionCholesky.log_pdet

property CovViaSparsePrecisionCholesky.log_pdet: float

Log of the pseudo-determinant of the covariance matrix.

Note

In linear algebra and statistics, the pseudo-determinant [1] is the product of all non-zero eigenvalues of a square matrix. It coincides with the regular determinant when the matrix is non-singular.