logsum.m

Continuous Profile Models (CPM) Matlab Toolbox.

function ls = logsum(xx,dim)
% ls = logsum(x,dim)
%
% returns the log of sum of logs, summing over dimension dim
% computes ls = log(sum(exp(x),dim))
% but in a way that tries to avoid underflow/overflow
%
% basic idea: shift before exp and reshift back
% log(sum(exp(x))) = alpha + log(sum(exp(x-alpha)));
%

if(size(xx,dim)<=1) ls=xx; return; end

xdims=size(xx);
if(nargin<2) 
  nonsingletons=find(xdims>1);
  dim=nonsingletons(1);
end

% note that max(xx,[],dim) simply means to operate on dimension dim
% xdims(dim) is how many numbers you are adding in your sum
alpha = max(xx,[],dim) - log(realmax)/2 + 2*log(xdims(dim));
repdims=ones(size(xdims)); 
repdims(dim)=xdims(dim);
ls = alpha+log(sum(exp(xx-repmat(alpha,repdims)),dim));