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

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/KPMtools/logsumexpv.m	Tue Feb 10 15:05:51 2015 +0000
@@ -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)));
+