Stan Math Library  2.20.0
reverse mode automatic differentiation
log_sum_exp.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_FUN_LOG_SUM_EXP_HPP
2 #define STAN_MATH_PRIM_SCAL_FUN_LOG_SUM_EXP_HPP
3 
6 #include <boost/math/tools/promotion.hpp>
7 #include <limits>
8 
9 namespace stan {
10 namespace math {
11 
47 template <typename T1, typename T2>
48 inline typename boost::math::tools::promote_args<T1, T2>::type log_sum_exp(
49  const T2& a, const T1& b) {
50  using std::exp;
51  if (a > b)
52  return a + log1p_exp(b - a);
53  return b + log1p_exp(a - b);
54 }
55 
56 } // namespace math
57 } // namespace stan
58 
59 #endif
fvar< T > log_sum_exp(const std::vector< fvar< T > > &v)
Definition: log_sum_exp.hpp:12
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:11
fvar< T > log1p_exp(const fvar< T > &x)
Definition: log1p_exp.hpp:12

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