scripts/builtin/logSumExp.dml

#-------------------------------------------------------------
#
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# to you under the Apache License, Version 2.0 (the
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#-------------------------------------------------------------

# Built-in LOGSUMEXP
#
# INPUT:
# --------------------------------------------------------------------------------------
# M       matrix to perform Log sum exp on.
# margin  if the logsumexp of rows is required set margin = "row"
#         if the logsumexp of columns is required set margin = "col"
#         if set to "none" then a single scalar is returned computing logsumexp of matrix
# --------------------------------------------------------------------------------------
#
# OUTPUT:
# ---------------------------------------------------------------------------------------
# output  a 1*1 matrix, row vector or column vector depends on margin value
# ---------------------------------------------------------------------------------------

m_logSumExp = function(Matrix[Double] M, String margin = "none")
return(Matrix[Double] output)
{
  if(margin == "rows") {
    ds = M - rowMaxs(M)
    rSumOfexp = rowSums(exp(ds))
    output = rowMaxs(M) + log(rSumOfexp)
  }
  else if(margin == "cols") {
    ds = M - colMaxs(M)
    cSumOfexp = colSums(exp(ds))
    output = colMaxs(M) + log(cSumOfexp)
  }
  else if(margin == "none") {
    ds = M - max(M)
    sumOfexp = sum(exp(ds))
    output = as.matrix(max(M) + log(sumOfexp))
  }
  else 
		stop("invalid margin value expecting rows, cols or none found: "+margin)
}