lcholdet

function lcholdet(L:RealMatrixLike) -> RealScalarLike

Logarithm of the determinant of a symmetric positive definite matrix via the Cholesky factorization. The determinant of a positive definite matrix is always positive, so its logarithm is defined.

• L Lower-triangular Cholesky factor $L$ of the symmetric positive definite matrix $S = LL^\top$.

Returns Result $\log(\det S) = \log(\det LL^\top) = 2 \log(\det L)$.