Theano/Theano — Issue #150: Op/optimization TODO: log determinant
Author: dwf
Created: 2011-10-24 15:46:19+00:00
State: open

Now that we have a determinant Op we should probably look into this.

There are numerically stable ways to compute the natural logarithm of the determinant, a quantity which is often needed in evaluating the log probability of a multivariate Gaussian distribution. NumPy provides this as [`numpy.slogdet`](http://docs.scipy.org/doc/numpy/reference/generated/numpy.linalg.slogdet.html) for "sign log determinant" (it computes `log(abs(det(X))`) and also returns the sign of the determinant).

The derivative of the log determinant also has a particularly simple form as `inv(X).T == inv(X.T)`.