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scipy.misc.logsumexp

scipy.misc.logsumexp(a, axis=None, b=None)

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

Parameters :

a : array_like

Input array.

axis : int, optional

Axis over which the sum is taken. By default axis is None, and all elements are summed.

New in version 0.11.0.

b : array-like, optional

Scaling factor for exp(a) must be of the same shape as a or broadcastable to a.

New in version 0.12.0.

Returns :

res : ndarray

The result, np.log(np.sum(np.exp(a))) calculated in a numerically more stable way. If b is given then np.log(np.sum(b*np.exp(a))) is returned.

See also

numpy.logaddexp, numpy.logaddexp2

Notes

Numpy has a logaddexp function which is very similar to logsumexp, but only handles two arguments. logaddexp.reduce is similar to this function, but may be less stable.

Examples

>>> from scipy.misc import logsumexp
>>> a = np.arange(10)
>>> np.log(np.sum(np.exp(a)))
9.4586297444267107
>>> logsumexp(a)
9.4586297444267107

With weights

>>> a = np.arange(10)
>>> b = np.arange(10, 0, -1)
>>> logsumexp(a, b=b)
9.9170178533034665
>>> np.log(np.sum(b*np.exp(a)))
9.9170178533034647