helpers/logsumexp.m at main - concept-collection/walnuts-interactive

9 lines · 254 BBlame History Raw

1function s = logsumexp(x)

2%LOGSUMEXP Numerically stable log(sum(exp(x))) over all elements of x.

3m = max(x(:));

4if ~isfinite(m)

5 s = m; % all -Inf -> -Inf (and +Inf -> +Inf); avoids Inf-Inf = NaN

6 return

7end

8s = m + log(sum(exp(x(:) - m)));

9end