Gaussian Log Likelihood

Compute the log-density of a multivariate normal distribution $\mathcal{N}(\mu ,\mathrm{\Sigma })\backslash mathcal\; N(\backslash mu,\backslash Sigma)$ at one point x. The covariance matrix is symmetric positive definite.

Implement solve(x,mu,cov).

Returns. Return the log-density as a Python float.

Examples

Example 1

Input:

solve([1.0, 2.0], [0.0, 0.0], [[1.0, 0.0], [0.0, 1.0]])

Output:

-4.337877

Example 2

Input:

solve([0.0], [0.0], [[4.0]])

Output:

-1.612086