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Diffstat (limited to 'sourcecodes/bnt-master/KPMtools/logsumexpv.m')
| -rw-r--r-- | sourcecodes/bnt-master/KPMtools/logsumexpv.m | 15 |
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))); + |
