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view toolboxes/FullBNT-1.0.7/KPMtools/logsumexpv.m @ 0:cc4b1211e677 tip
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646 (e263d8a21543) added further path and more save "camirversion.m"
author | Daniel Wolff |
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date | Fri, 19 Aug 2016 13:07:06 +0200 |
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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)));