ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
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Generate and return the natural logarithm of the normalization coefficient of the Probability Density Function (PDF) of the MultiVariate Normal distribution as defined in the description of pm_distMultiNorm. More...
Generate and return the natural logarithm of the normalization coefficient of the Probability Density Function (PDF) of the MultiVariate Normal distribution as defined in the description of pm_distMultiNorm.
See the documentation of pm_distMultiNorm for the definition of the Normalization Factor of the MVN PDF.
[in] | ndim | : The input positive-valued scalar or array of the same shape as other array-like arguments, of type integer of default kind IK, representing the number of dimensions of the MVN distribution.(optional. It must be present if and only if invCov is missing.) |
[in] | logSqrtDetInvCov | : The input scalar or array of the same shape as other array-like arguments, of the same type and kind as the output logPDFNF representing the natural logarithm of the square root of the determinant of the inverse of the covariance matrix of the target MVN distribution.This input argument can be obtained by passing the covariance matrix of the MVN distribution to getMatDetSqrtLog or setMatDetSqrtLog and negating the result. logSqrtDetInvCov = -getMatDetSqrtLog(cov)
0 ) |
[in] | invCov | : The input square matrix (of shape (ndim,ndim) ) of the same type and kind as the output logPDFNF containing the inverse of the covariance matrix of the target MVN distribution.(optional. It must be present if and only if ndim is missing.) |
[out] | info | : The output scalar integer of default kind IK. On output, it is 0 if and only if the computation of the determinant of the inverse of the covariance matrix of the target MVN distribution succeeds.Otherwise, it is set to the order of the leading minor of the specified input subset of mat that is not positive definite, indicating the occurrence of an error.(optional. It can be present only if invCov input argument is also present. If missing and the Cholesky factorization fails, the program will halt by calling error stop .) |
logPDFNF
: The output scalar or array of the same shape as the input array-like arguments, of
containing the normalization factor of the MVN distribution.
Possible calling interfaces ⛓
0 < ndim
must hold.CHECK_ENABLED=1
.pure
procedure(s) documented herein become impure
when the ParaMonte library is compiled with preprocessor macro CHECK_ENABLED=1
.pure
in release
build and impure
in debug
and testing
builds. The procedures of this generic interface are always impure
when the output optional argument info
is present.elemental
. The procedures of this generic interface are always non-elemental
when the input optional argument invCov
is present.
Example usage ⛓
ifort
compiler ⛓ ifort
compiler ⛓ gfortran
compiler ⛓
Final Remarks ⛓
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For details on the naming abbreviations, see this page.
For details on the naming conventions, see this page.
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Definition at line 182 of file pm_distMultiNorm.F90.