Total kullback leibler (tkl) divergence between multivariate normal probability density functions. in matlab

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 NameSize
license.txt 1306
tKLFunc.m 1378

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