MVN_DIV_JS Compute the Jensen-Shannon (JS) divergence between two multivariate normals.
[d] = MVN_DIV_JS(m1, m2) computes the JS divergence between two
multivariate normals. d is never negative.
The JS divergence is defined as:
d = 0.5*KL(m1, m1+m2) + 0.5*KL(m2, m1+m2)
Package: mvn