function p = gaussian_prob(x, m, C, use_log) % GAUSSIAN_PROB Evaluate a multivariate Gaussian density. % p = gaussian_prob(x, m, C, use_log) % % p(i) = N(x(:,i), m, C) if use_log = 0 (default) % p(i) = log N(x(:,i), m, C) if use_log = 1. This prevents underflow. % p has N rows, where N = num columns in x (num. vectors to evaluate). if nargin < 4, use_log = 0; end [d N] = size(x); %assert(length(m)==d); % slow m = m(:); M = m*ones(1,N); % replicate the mean across columns denom = (2*pi)^(d/2)*sqrt(abs(det(C))); mahal = sum(((x-M)'*inv(C)).*(x-M)',2); % Chris Bregler's trick if use_log p = -0.5*mahal - log(denom); else numer = exp(-0.5*mahal); p = numer/denom; end