annotate toolboxes/FullBNT-1.0.7/KPMtools/logsumexp.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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wolffd@0 1 function s = logsumexp(a, dim)
wolffd@0 2 % Returns log(sum(exp(a),dim)) while avoiding numerical underflow.
wolffd@0 3 % Default is dim = 1 (rows) or dim=2 for a row vector
wolffd@0 4 % logsumexp(a, 2) will sum across columns instead of rows
wolffd@0 5
wolffd@0 6 % Written by Tom Minka, modified by Kevin Murphy
wolffd@0 7
wolffd@0 8 if nargin < 2
wolffd@0 9 dim = 1;
wolffd@0 10 if ndims(a) <= 2 & size(a,1)==1
wolffd@0 11 dim = 2;
wolffd@0 12 end
wolffd@0 13 end
wolffd@0 14
wolffd@0 15 % subtract the largest in each column
wolffd@0 16 [y, i] = max(a,[],dim);
wolffd@0 17 dims = ones(1,ndims(a));
wolffd@0 18 dims(dim) = size(a,dim);
wolffd@0 19 a = a - repmat(y, dims);
wolffd@0 20 s = y + log(sum(exp(a),dim));
wolffd@0 21 %i = find(~finite(y));
wolffd@0 22 %if ~isempty(i)
wolffd@0 23 % s(i) = y(i);
wolffd@0 24 %end