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Submodular Function Optimization

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Submodular Function Optimization

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28 Jun 2008 (Updated )

This toolbox provides functions for maximizing and minimizing submodular set functions.

sfo_logdet(sigma)
% Compute the log determinant of a positive definite matrix using stable
% cholesky decomposition
% Author: Andreas Krause (krausea@gmail.com)
%
% function D = sfo_logdet(sigma)
% sigma: Covariance matrix
% set: subset of variables
%
% Example: D = sfo_logdet(0.5*ones(3)+0.5*eye(3))

function D = sfo_logdet(sigma)
L = chol(sigma);
D = 2*sum(log2(diag(L)));

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