LogBarrier

Uses a careful calculation of the log of the determinant in order to return the log barrier of a Hermitian positive-definite matrix A, \(-\log(\mbox{det}(A))\).

Implementations

C++ API

Base<F> LogBarrier(UpperOrLower uplo, const Matrix<F> &A)
Base<F> LogBarrier(UpperOrLower uplo, const ElementalMatrix<F> &A)
Base<F> LogBarrier(UpperOrLower uplo, Matrix<F> &A, bool canOverwrite = false)
Base<F> LogBarrier(UpperOrLower uplo, ElementalMatrix<F> &A, bool canOverwrite = false)

C API

ElError ElLogBarrier_s(ElUpperOrLower uplo, ElConstMatrix_s A, float* barrier)
ElError ElLogBarrier_d(ElUpperOrLower uplo, ElConstMatrix_d A, double* barrier)
ElError ElLogBarrier_c(ElUpperOrLower uplo, ElConstMatrix_c A, float* barrier)
ElError ElLogBarrier_z(ElUpperOrLower uplo, ElConstMatrix_z A, double* barrier)
ElError ElLogBarrierDist_s(ElUpperOrLower uplo, ElConstDistMatrix_s A, float* barrier)
ElError ElLogBarrierDist_d(ElUpperOrLower uplo, ElConstDistMatrix_d A, double* barrier)
ElError ElLogBarrierDist_c(ElUpperOrLower uplo, ElConstDistMatrix_c A, float* barrier)
ElError ElLogBarrierDist_z(ElUpperOrLower uplo, ElConstDistMatrix_z A, double* barrier)