Does Math.Net have a LogSumExp method?

Question

I'm new to Math.NET Numerics and I'm looking for an implementation of LogSumExp, is there an existing function for that?

score 1 · Answer 1 · answered Sep 10 '18 at 05:37

1

Seems to be missing, you can try the following method:

double LogSumExp(params double[] x) => Math.Log(x.Select(xVal => Math.Exp(xVal)).Sum());

answered Sep 10 '18 at 05:37

Access Denied

that's a very concise implementation, but usually [this trick](https://en.wikipedia.org/wiki/LogSumExp#A_strictly_convex_log-sum-exp_type_function) should be used for numerical stability – dontloo Sep 10 '18 at 05:52
another extension method with Kahan Sum should solve the issue: https://stackoverflow.com/a/2456422/1099716 – Access Denied Sep 10 '18 at 08:46

1 Answers1