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Mvlgamma

Usage

torch_mvlgamma(self, p)

Arguments

self

(Tensor) the tensor to compute the multivariate log-gamma function

p

(int) the number of dimensions

mvlgamma(input, p) -> Tensor

Computes the multivariate log-gamma function <https://en.wikipedia.org/wiki/Multivariate_gamma_function>_) with dimension \(p\) element-wise, given by

$$ \log(\Gamma_{p}(a)) = C + \displaystyle \sum_{i=1}^{p} \log\left(\Gamma\left(a - \frac{i - 1}{2}\right)\right) $$ where \(C = \log(\pi) \times \frac{p (p - 1)}{4}\) and \(\Gamma(\cdot)\) is the Gamma function.

All elements must be greater than \(\frac{p - 1}{2}\), otherwise an error would be thrown.

Examples

if (torch_is_installed()) {

a = torch_empty(c(2, 3))$uniform_(1, 2)
a
torch_mvlgamma(a, 2)
}
#> torch_tensor
#>  0.3956  0.4255  0.3985
#>  0.4307  0.3940  0.4207
#> [ CPUFloatType{2,3} ]