LogSumExp

gistfile1.txt

double LogSumExp(const vector<double>& exponent) {
    double max_exponent = *std::max_element(std::begin(exponent), std::end(exponent));
    double sum = std::accumulate(std::begin(exponent), std::end(exponent), double(0.0), [max_exponent](double init, double x){return init + std::exp(x - max_exponent);});
    double result = max_exponent + std::log(sum);
    return result;
}

double LogSumExp(vector<double> exponent, const vector<double>& alpha) {
    std::transform(std::begin(exponent), std::end(exponent), std::begin(alpha), std::begin(exponent), [](double x, double a){return x + std::log(a);});
    return LogSumExp(exponent);
}