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C++ API

MVN_DIV_SKL  Compute the symmetric Kullback-Leibler (KL) divergence.

   [d] = MVN_DIV_SKL(m1, m2) computes the SKL divergence between two
   multivariate normals. d is never negative.

   The SKL divergence is defined as:
       d = 0.5*KL(m1, m2) + 0.5*KL(m2, m1)

   Note: This function computes a faster version.

Package: mvn