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Diffstat (limited to 'sourcecodes/bnt-master/KPMtools/logsumexp.m')
| -rw-r--r-- | sourcecodes/bnt-master/KPMtools/logsumexp.m | 24 |
1 files changed, 24 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/KPMtools/logsumexp.m b/sourcecodes/bnt-master/KPMtools/logsumexp.m new file mode 100644 index 00000000..b639cbb2 --- /dev/null +++ b/sourcecodes/bnt-master/KPMtools/logsumexp.m @@ -0,0 +1,24 @@ +function s = logsumexp(a, dim) +% Returns log(sum(exp(a),dim)) while avoiding numerical underflow. +% Default is dim = 1 (rows) or dim=2 for a row vector +% logsumexp(a, 2) will sum across columns instead of rows + +% Written by Tom Minka, modified by Kevin Murphy + +if nargin < 2 + dim = 1; + if ndims(a) <= 2 & size(a,1)==1 + dim = 2; + end +end + +% subtract the largest in each column +[y, i] = max(a,[],dim); +dims = ones(1,ndims(a)); +dims(dim) = size(a,dim); +a = a - repmat(y, dims); +s = y + log(sum(exp(a),dim)); +%i = find(~finite(y)); +%if ~isempty(i) +% s(i) = y(i); +%end |
