bundles / scipy latest / scipy / stats / _multivariate / wishart_gen / _cholesky_logdet

function

`scipy.stats._multivariate:wishart_gen._cholesky_logdet`

source: /scipy/stats/_multivariate.py :3198

Signature

def _cholesky_logdet ( self , scale )

Summary

Compute Cholesky decomposition and determine (log(det(scale)).

Parameters

scale : ndarray: Scale matrix.

Returns

c_decomp : ndarray: The Cholesky decomposition of scale.
logdet : scalar: The log of the determinant of scale.

Notes

This computation of logdet is equivalent to np.linalg.slogdet(scale). It is ~2x faster though.

Aliases

scipy.stats._multivariate.wishart_gen._cholesky_logdet