/*
* LogTricks.java
*
* Copyright (c) 2002-2015 Alexei Drummond, Andrew Rambaut and Marc Suchard
*
* This file is part of BEAST.
* See the NOTICE file distributed with this work for additional
* information regarding copyright ownership and licensing.
*
* BEAST is free software; you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation; either version 2
* of the License, or (at your option) any later version.
*
* BEAST is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with BEAST; if not, write to the
* Free Software Foundation, Inc., 51 Franklin St, Fifth Floor,
* Boston, MA 02110-1301 USA
*/
package dr.math;
/**
* @author Marc Suchard
*/
public class LogTricks {
public static final double maxFloat = Double.MAX_VALUE; //3.40282347E+38;
public static final double logLimit = -maxFloat / 100;
public static final double logZero = -maxFloat;
public static final double NATS = 400; //40;
public static double logSumNoCheck(double x, double y) {
double temp = y - x;
if (Math.abs(temp) > NATS)
return (x > y) ? x : y;
else
return x + StrictMath.log1p(StrictMath.exp(temp));
}
public static double logSum(double[] x) {
double sum = x[0];
final int len = x.length;
for(int i=1; i<len; i++)
sum = logSumNoCheck(sum,x[i]);
return sum;
}
public static double logSum(double x, double y) {
final double temp = y - x;
if (temp > NATS || x < logLimit)
return y;
if (temp < -NATS || y < logLimit)
return x;
if (temp < 0)
return x + StrictMath.log1p(StrictMath.exp(temp));
return y + StrictMath.log1p(StrictMath.exp(-temp));
}
public static void logInc(Double x, double y) {
double temp = y - x;
if (temp > NATS || x < logLimit)
x = y;
else if (temp < -NATS || y < logLimit)
;
else
x += StrictMath.log1p(StrictMath.exp(temp));
}
public static double logDiff(double x, double y) {
assert x > y;
double temp = y - x;
if (temp < -NATS || y < logLimit)
return x;
return x + StrictMath.log1p(-Math.exp(temp));
}
}