logsumexp

mpsci.fun.logsumexp(logs, weights=None)

Compute the log of the sum of exponentials of the input sequence.

Examples

Imports and configuration:

>>> from mpmath import mp
>>> mp.dps = 25
>>> from mpsci.fun import logsumexp

Test data:

>>> x  = [1, -2, 3, 0.5]

>>> logsumexp(x)
mpf('3.202253447679351758368594485')

Compare that result to:

>>> mp.log(mp.fsum([mp.exp(xi) for xi in x]))
mpf('3.202253447679351758368594507')

Weight the data with the weights [1, 2, 0, 2]:

>>> w = [1, 2, 0, 2]

>>> logsumexp(x, weights=w)
mpf('1.83838776432614447252849022')

Compare to:

>>> mp.log(mp.fsum([wi*mp.exp(xi) for xi, wi in zip(x, w)]))
mpf('1.838387764326144472528490234')