From 598cb4fa8d9010dd95aa274e7764a178f13697c8 Mon Sep 17 00:00:00 2001
From: Hennadii Chernyshchyk <genaloner@gmail.com>
Date: Wed, 11 Jan 2023 15:16:16 +0200
Subject: [PATCH 1/3] Add ln_determinant to Cholesky

---
 src/linalg/cholesky.rs | 23 +++++++++++++++++++++++
 1 file changed, 23 insertions(+)

diff --git a/src/linalg/cholesky.rs b/src/linalg/cholesky.rs
index f61a4e63..830cf2f1 100644
--- a/src/linalg/cholesky.rs
+++ b/src/linalg/cholesky.rs
@@ -2,6 +2,7 @@
 use serde::{Deserialize, Serialize};
 
 use num::One;
+use num::Zero;
 use simba::scalar::ComplexField;
 use simba::simd::SimdComplexField;
 
@@ -41,6 +42,7 @@ where
 impl<T: SimdComplexField, D: Dim> Cholesky<T, D>
 where
     DefaultAllocator: Allocator<T, D, D>,
+    T::SimdRealField: Zero,
 {
     /// Computes the Cholesky decomposition of `matrix` without checking that the matrix is definite-positive.
     ///
@@ -161,6 +163,27 @@ where
         }
         prod_diag.simd_modulus_squared()
     }
+
+    /// Computes the natural logarithm of determinant of the decomposed matrix.
+    ///
+    /// This method is more robust than `.determinant()` to very small or very
+    /// large determinants since it returns the natural logarithm of the
+    /// determinant rather than the determinant itself.
+    #[must_use]
+    pub fn ln_determinant(&self) -> T::SimdRealField {
+        let dim = self.chol.nrows();
+        let mut sum_diag = T::SimdRealField::zero();
+        for i in 0..dim {
+            sum_diag += unsafe {
+                self.chol
+                    .get_unchecked((i, i))
+                    .clone()
+                    .simd_modulus_squared()
+                    .simd_ln()
+            };
+        }
+        sum_diag
+    }
 }
 
 impl<T: ComplexField, D: Dim> Cholesky<T, D>

From f333bb4ba5d1375978ca1bd84000dc1a81418c99 Mon Sep 17 00:00:00 2001
From: Hennadii Chernyshchyk <genaloner@gmail.com>
Date: Sat, 14 Jan 2023 13:03:09 +0200
Subject: [PATCH 2/3] Update src/linalg/cholesky.rs
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

Co-authored-by: Sébastien Crozet <sebastien@crozet.re>
---
 src/linalg/cholesky.rs | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/src/linalg/cholesky.rs b/src/linalg/cholesky.rs
index 830cf2f1..eda64134 100644
--- a/src/linalg/cholesky.rs
+++ b/src/linalg/cholesky.rs
@@ -1,8 +1,7 @@
 #[cfg(feature = "serde-serialize-no-std")]
 use serde::{Deserialize, Serialize};
 
-use num::One;
-use num::Zero;
+use num::{One, Zero};
 use simba::scalar::ComplexField;
 use simba::simd::SimdComplexField;
 

From ff88fad23cf92fe6ca56516deccc5c1784971773 Mon Sep 17 00:00:00 2001
From: Hennadii Chernyshchyk <genaloner@gmail.com>
Date: Sat, 14 Jan 2023 13:24:04 +0200
Subject: [PATCH 3/3] Remove redundant `T::SimdRealField: Zero`

---
 src/linalg/cholesky.rs | 1 -
 1 file changed, 1 deletion(-)

diff --git a/src/linalg/cholesky.rs b/src/linalg/cholesky.rs
index eda64134..2ff22914 100644
--- a/src/linalg/cholesky.rs
+++ b/src/linalg/cholesky.rs
@@ -41,7 +41,6 @@ where
 impl<T: SimdComplexField, D: Dim> Cholesky<T, D>
 where
     DefaultAllocator: Allocator<T, D, D>,
-    T::SimdRealField: Zero,
 {
     /// Computes the Cholesky decomposition of `matrix` without checking that the matrix is definite-positive.
     ///