kullackleibler

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kullbackleibler is defined as $$\sum x_i \log(x_i/y_i)$$. Read more on Wikipedias article on Kullback-Leibler divergence.

Syntax

z = kullbackleibler(x,y)


Comments

The operator is implemented as a callback operator, except when SCS or ECOS are used and the exponential cone description is exploited in a graph representation.