compute determinant using Cholesky decomposition

Question

Gaurav Gupta 2012-6-13

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/41080-compute-determinant-using-cholesky-decomposition

评论： youtha 2019-1-5

I need to compute determinant of a positive definite, hermitian matrix in fastest way for my code. So the best way is to compute by cholesky decomposition, but on writing code for it there is no improvement over MATLAB built-in function "det" which is based on LU decomposition (more complex than cholskey). Can anyone help, can we modify matlab buit-in function "chol" to determine determinant from it directly.

2 个评论
显示无隐藏无

Gaurav Gupta 2012-6-14

Can MATLAB people help me with this

youtha 2019-1-5

在 MATLAB Online 中打开

Try using

:)

L=chol(A)
p=1;
for i=1:n
p=p*L(i,i)^2
end

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Walter Roberson 2012-6-13

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/41080-compute-determinant-using-cholesky-decomposition#answer_50668

Keep in mind that for sufficiently large matrices, MATLAB is going to invoke multi-threaded library code that has been heavily optimized for the target architectures. (It doesn't do that for smaller matrices because there is notable overhead in re-arranging the arrays into the form required by those libraries.)