Provide a log-determinant method in addition to determinant for SimplicialCholesky

Submitted by Douglas Bates

Assigned to Nobody

Link to original bugzilla bug (#757)
Version: 3.3 (current stable)

Description

Because sparse Cholesky factors can be very large, the determinant() method can encounter overflow/underflow. Evaluating the logarithm of the determinant is more stable.

Edited by Eigen Bugzilla