def logsumexp(a, axis=None):
"""
Compute the log of the sum of exponentials log(e^{a_1}+...e^{a_n}) of a
Avoids numerical overflow.
Parameters
----------
a : array_like
The vector to exponentiate and sum
axis : int, optional
The axis along which to apply the operation. Defaults is None.
Returns
-------
sum(log(exp(a)))
Notes
-----
This function was taken from the mailing list
http://mail.scipy.org/pipermail/scipy-user/2009-October/022931.html
This should be superceded by the ufunc when it is finished.
"""
if axis is None:
# Use the scipy.maxentropy version.
return sp_logsumexp(a)
a = np.asarray(a)
shp = list(a.shape)
shp[axis] = 1
a_max = a.max(axis=axis)
s = np.log(np.exp(a - a_max.reshape(shp)).sum(axis=axis))
lse = a_max + s
return lse
def logsumexp(a, axis=None):
"""
Compute the log of the sum of exponentials log(e^{a_1}+...e^{a_n}) of a
Avoids numerical overflow.
Parameters
----------
a : array-like
The vector to exponentiate and sum
axis : int, optional
The axis along which to apply the operation. Defaults is None.
Returns
-------
sum(log(exp(a)))
Notes
-----
This function was taken from the mailing list
http://mail.scipy.org/pipermail/scipy-user/2009-October/022931.html
This should be superceded by the ufunc when it is finished.
"""
if axis is None:
# Use the scipy.maxentropy version.
return sp_logsumexp(a)
a = np.asarray(a)
shp = list(a.shape)
shp[axis] = 1
a_max = a.max(axis=axis)
s = np.log(np.exp(a - a_max.reshape(shp)).sum(axis=axis))
lse = a_max + s
return lse