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Diffstat (limited to 'resources/libraries/python/PLRsearch/log_plus.py')
-rw-r--r-- | resources/libraries/python/PLRsearch/log_plus.py | 89 |
1 files changed, 89 insertions, 0 deletions
diff --git a/resources/libraries/python/PLRsearch/log_plus.py b/resources/libraries/python/PLRsearch/log_plus.py new file mode 100644 index 0000000000..3f21cc78d7 --- /dev/null +++ b/resources/libraries/python/PLRsearch/log_plus.py @@ -0,0 +1,89 @@ +# Copyright (c) 2018 Cisco and/or its affiliates. +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at: +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. + +"""Module holding functions for avoiding rounding underflows. + +Some applications wish to manipulate non-negative numbers +which are many orders of magnitude apart. +In those circumstances, it is useful to store +the logarithm of the intended number. + +As math.log(0.0) raises an exception (instead returning -inf or nan), +and 0.0 might be a result of computation caused only by rounding error, +functions of this module use None as -inf. + +TODO: Figure out a more performant way of handling -inf. + +The functions handle the common task of adding or substracting +two numbers where both operands and the result is given in logarithm form. +There are conditionals to make sure overflow does not happen (if possible) +during the computation.""" + +import math + + +def log_plus(first, second): + """Return logarithm of the sum of two exponentials. + + Basically math.log(math.exp(first) + math.exp(second)) + which avoids overflow and uses None as math.log(0.0). + + TODO: replace with scipy.special.logsumexp ? Test it. + + :param first: Logarithm of the first number to add (or None if zero). + :param second: Logarithm of the second number to add (or None if zero). + :type first: float + :type second: float + :returns: Logarithm of the sum (or None if zero). + :rtype: float + """ + + if first is None: + return second + if second is None: + return first + if second > first: + return second + math.log(1.0 + math.exp(first - second)) + else: + return first + math.log(1.0 + math.exp(second - first)) + + +def log_minus(first, second): + """Return logarithm of the difference of two exponentials. + + Basically math.log(math.exp(first) - math.exp(second)) + which avoids overflow and uses None as math.log(0.0). + + TODO: Support zero difference? + TODO: replace with scipy.special.logsumexp ? Test it. + + :param first: Logarithm of the number to subtract from (or None if zero). + :param second: Logarithm of the number to subtract (or None if zero). + :type first: float + :type second: float + :returns: Logarithm of the difference. + :rtype: float + :raises RuntimeError: If the difference would be non-positive. + """ + + if first is None: + raise RuntimeError("log_minus: does not suport None first") + if second is None: + return first + if second >= first: + raise RuntimeError("log_minus: first has to be bigger than second") + factor = -math.expm1(second - first) + if factor <= 0.0: + raise RuntimeError("log_minus: non-positive number to log") + else: + return first + math.log(factor) |