logsum module¶

Safe addition in log-space, taken from scikit-learn.

Authors: G. Varoquaux, A. Gramfort, A. Passos, O. Grisel

License: BSD

wayward.logsum.logsum(x: numpy.ndarray) → numpy.ndarray[source]¶

Computes the sum of x assuming x is in the log domain.

Returns log(sum(exp(x))) while minimizing the possibility of over/underflow.

Examples

>>> import numpy as np
>>> a = np.arange(10)
>>> np.log(np.sum(np.exp(a)))
9.4586297444267107
>>> logsum(a)
9.4586297444267107