For a large matrix $A$, I need to evaluate the $\log(\det(A))$. I already have it's LDLT decomposition.
Is it possible to evaluate the $\log\det$ with the elements of the diagonal $D$ of the LDLT decomposition?
Thanks!
For a large matrix $A$, I need to evaluate the $\log(\det(A))$. I already have it's LDLT decomposition.
Is it possible to evaluate the $\log\det$ with the elements of the diagonal $D$ of the LDLT decomposition?
Thanks!
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Note
$$\det (A) = \det (LDL^T) = \det (L) \det (D) \det(L^T) = \det D$$
as $L$ is lower triangular with diagonal entries all one.