logsumexp: Log Sum Exp function

In mheiner/sparseProbVec: Prior Models for Sparse Probability Vectors

Description

Numerically stable computation of log(sum(exp(x))).

Usage

logsumexp(x)

Arguments

x	real vector, the arguments to exp(). If log(sum(y)) is desired, supply x=log(y).

Value

real number, numerically stable log(sum(exp(x)))

Examples

logsumexp(1:5)
log(sum(exp(1:5)))

mheiner/sparseProbVec documentation built on May 19, 2019, 6:22 p.m.