61 lines
1.7 KiB
C++
61 lines
1.7 KiB
C++
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// (C) Copyright Matt Borland 2022.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#include <cmath>
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#include <iterator>
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#include <utility>
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#include <algorithm>
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#include <type_traits>
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#include <initializer_list>
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#include <boost/math/special_functions/logaddexp.hpp>
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namespace boost { namespace math {
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// https://nhigham.com/2021/01/05/what-is-the-log-sum-exp-function/
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// See equation (#)
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template <typename ForwardIterator, typename Real = typename std::iterator_traits<ForwardIterator>::value_type>
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Real logsumexp(ForwardIterator first, ForwardIterator last)
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{
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using std::exp;
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using std::log1p;
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const auto elem = std::max_element(first, last);
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const Real max_val = *elem;
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Real arg = 0;
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while (first != last)
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{
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if (first != elem)
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{
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arg += exp(*first - max_val);
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}
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++first;
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}
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return max_val + log1p(arg);
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}
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template <typename Container, typename Real = typename Container::value_type>
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inline Real logsumexp(const Container& c)
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{
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return logsumexp(std::begin(c), std::end(c));
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}
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template <typename... Args, typename Real = typename std::common_type<Args...>::type,
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typename std::enable_if<std::is_floating_point<Real>::value, bool>::type = true>
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inline Real logsumexp(Args&& ...args)
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{
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std::initializer_list<Real> list {std::forward<Args>(args)...};
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if(list.size() == 2)
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{
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return logaddexp(*list.begin(), *std::next(list.begin()));
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}
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return logsumexp(list.begin(), list.end());
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}
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}} // Namespace boost::math
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