wolffd@0: function s = logsumexpv(a) wolffd@0: % Returns log(sum(exp(a))) while avoiding numerical underflow. wolffd@0: % wolffd@0: % e.g., log(e^a1 + e^a2) = a1 + log(1 + e^(a2-a1)) if a1>a2 wolffd@0: % If a1 ~ a2, and a1>a2, then e^(a2-a1) is exp(small negative number), wolffd@0: % which can be computed without underflow. wolffd@0: wolffd@0: % Same as logsumexp, except we assume a is a vector. wolffd@0: % This avoids a call to repmat, which takes 50% of the time! wolffd@0: wolffd@0: a = a(:)'; % make row vector wolffd@0: m = max(a); wolffd@0: b = a - m*ones(1,length(a)); wolffd@0: s = m + log(sum(exp(b))); wolffd@0: