The following Matlab project contains the source code and Matlab examples used for total kullback leibler (tkl) divergence between multivariate normal probability density functions. .
This program implements the tKL between two multivariate normal probability density functions following the references:
Baba C.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

## Project Files:

File Name | Size |
---|---|

license.txt | 1306 |

tKLFunc.m | 1378 |