Added LogSumExp

sliceops.go

@@ -163,3 +163,44 @@ func Norm(s []float64, L float64) (norm float64) {
 	}
 	return math.Pow(norm, 1/L)
 }
+
+// Adds a constant to all of the values in s
+func AddConst(s []float64, c float64) {
+	for i := range s {
+		s[i] += c
+	}
+}
+
+// Multiplies every element in s by a constant
+func MulConst(s []float64, c float64) {
+	for i := range s {
+		s[i] *= c
+	}
+}
+
+// Returns the log of the sum of the exponentials of the values in s 
+func LogSumExp(s []float64) (logsumexp float64) {
+	// Want to do this in a numerically stable way which avoids
+	// overflow and underflow
+	// TODO: Add in special case for two values
+
+	// First, find the maximum value in the slice.
+	minval, _ := Max(s)
+	if math.IsInf(minval, 0) {
+		// If it's infinity eitherway, the logsumexp will be infinity as well
+		// returning now avoids NaNs
+		return minval
+	}
+	// Subtract off the largest value, so the largest value in
+	// the new slice is 0
+	AddConst(s, -minval)
+	defer AddConst(s, minval) // make sure we add it back on at the end
+
+	// compute the sumexp part
+	for _, val := range s {
+		logsumexp += math.Exp(val)
+	}
+	// Take the log and add back on the constant taken out
+	logsumexp = math.Log(logsumexp) + minval
+	return logsumexp
+}