Log-determinant of a (semi-)definite matrix

Robust log-determinant suitable for sparse, dense, or rank-deficient covariance matrices. Mirrors SPM25's spm_logdet, with fast paths for 1x1 and diagonal inputs.

dcm_logdet(C)

Arguments

C

Square matrix.

Value

Numeric log-determinant (or NaN if non-positive).

Examples

C <- diag(c(1, 2, 4))
dcm_logdet(C)          # log(1 * 2 * 4)
#> [1] 2.079442
log(prod(c(1, 2, 4)))  # same
#> [1] 2.079442

# Zero rows/columns are dropped rather than sending the result to -Inf
dcm_logdet(diag(c(1, 2, 0)))
#> [1] 0.6931472