Mega Code Archive
Returns the difference of two doubles expressed in log space
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/* Copyright (C) 2003 Univ. of Massachusetts Amherst, Computer Science Dept.
This file is part of "MALLET" (MAchine Learning for LanguagE Toolkit).
http://www.cs.umass.edu/~mccallum/mallet
This software is provided under the terms of the Common Public License,
version 1.0, as published by http://www.opensource.org. For further
information, see the file `LICENSE' included with this distribution. */
//package cc.mallet.util;
/**
*
*
* @author <a href="mailto:casutton@cs.umass.edu">Charles Sutton</a>
* @version $Id: ArrayUtils.java,v 1.1 2007/10/22 21:37:40 mccallum Exp $
*/
public class Util {
/**
* Returns the difference of two doubles expressed in log space,
* that is,
* <pre>
* sumLogProb = log (e^a - e^b)
* = log e^a(1 - e^(b-a))
* = a + log (1 - e^(b-a))
* </pre>
*
* By exponentiating <tt>b-a</tt>, we obtain better numerical precision than
* we would if we calculated <tt>e^a</tt> or <tt>e^b</tt> directly.
* <p>
* Returns <tt>NaN</tt> if b > a (so that log(e^a - e^b) is undefined).
*/
public static double subtractLogProb (double a, double b)
{
if (b == Double.NEGATIVE_INFINITY)
return a;
else
return a + Math.log (1 - Math.exp(b-a));
}
}
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