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Total Kullback-Leibler (tKL) divergence between multivariate normal probability density functions.

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Total Kullback-Leibler (tKL) divergence between multivariate normal probability density functions.

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16 Jun 2011 (Updated )

tKL between two multivariate normal probability density functions.

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Description

This program implements the tKL between two multivariate normal probability density functions following the references:
  
 Baba C. Vemuri, Meizhu Liu, Shun-Ichi Amari and Frank Nielsen,
  Total Bregman Divergence and its Applications to DTI Analysis,
  IEEE Transactions on Medical Imaging (TMI'10), 2010.

  Meizhu Liu, Baba C. Vemuri, Shun-Ichi Amari and Frank Nielsen,
  Total Bregman Divergence and its Applications to Shape Retrieval,
  IEEE Conference on Computer Vision and Pattern Recognition (CVPR’10),
  2010.

If you use this code in any form, please cite the above papers.

MATLAB release MATLAB 7.11 (R2010b)
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Updates
28 Feb 2012

Updated one description.

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