Merge pull request #1 from ziejd2/octave_php_separate

Octave php separate

1 files changed, 15 insertions, 0 deletions

diff --git a/sourcecodes/bnt-master/KPMtools/logsumexpv.m b/sourcecodes/bnt-master/KPMtools/logsumexpv.m
new file mode 100644
index 00000000..d8e4d8a7
--- /dev/null
+++ b/sourcecodes/bnt-master/KPMtools/logsumexpv.m
@@ -0,0 +1,15 @@
+function s = logsumexpv(a)
+% Returns log(sum(exp(a)))  while avoiding numerical underflow.
+%
+% e.g., log(e^a1 + e^a2) = a1 + log(1 + e^(a2-a1)) if a1>a2
+% If a1 ~ a2, and a1>a2, then e^(a2-a1) is exp(small negative number),
+% which can be computed without underflow.
+
+% Same as logsumexp, except we assume a is a vector.
+% This avoids a call to repmat, which takes 50% of the time!
+
+a = a(:)'; % make row vector
+m = max(a);
+b = a - m*ones(1,length(a));
+s = m + log(sum(exp(b)));
+