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Kullback-Leibler Divergence

version (541 Bytes) by Nima Razavi
Calculates the Kullback-Leibler Divergence between two probability distributions


Updated 15 Jul 2008

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For the description of the divergence you can take a look at :

Comments and Ratings (17)

getting multiple outputs, aint it supposed to give a single value for distance? How to get that, if anyone may help?

I ask if I can use it instead of Euclidean distance

zheng nianzu

Thank you for submitting this, however I was wondering what is the reason for the line: P = P ./repmat(sum(P,2),[1 size(P,2)]);?
This doesn't seem to be a part of other KLdiv calculations.

t h

t h (view profile)


sailer (view profile)

It will be better to give an example


I have two probability matrix P and Q of size m x n and q x n each. How to calculate KL-divergence for these two matrices?


Erkin (view profile)

Shouldn't the log value be log2 instead of natural logarithm?


wang (view profile)

Sir, can you give a detailed description of P and Q in this function? example better.

amjad khan

dear sir we need kld for feature selection in MRI brain image can some one help me

Hung nguyen

Nate Greene

Please note that the logarithms should be base 2 if calculating values in bits.

Dimitri Shvorob

Your implementation is third of its kind on FEX: please take time to search FEX for existing code before posting.



MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
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