comparison toolboxes/FullBNT-1.0.7/KPMtools/logsumexpv.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
comparison
equal deleted inserted replaced
-1:000000000000 0:e9a9cd732c1e
1 function s = logsumexpv(a)
2 % Returns log(sum(exp(a))) while avoiding numerical underflow.
3 %
4 % e.g., log(e^a1 + e^a2) = a1 + log(1 + e^(a2-a1)) if a1>a2
5 % If a1 ~ a2, and a1>a2, then e^(a2-a1) is exp(small negative number),
6 % which can be computed without underflow.
7
8 % Same as logsumexp, except we assume a is a vector.
9 % This avoids a call to repmat, which takes 50% of the time!
10
11 a = a(:)'; % make row vector
12 m = max(a);
13 b = a - m*ones(1,length(a));
14 s = m + log(sum(exp(b)));
15