Re: [eigen] Statistics module |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] Statistics module*From*: Márton Danóczy <marton78@xxxxxxxxx>*Date*: Mon, 11 May 2009 17:40:48 +0200*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:mime-version:received:in-reply-to:references :from:date:message-id:subject:to:content-type :content-transfer-encoding; bh=emPAem1IYNpXOw632xmeDvmNo6IIDbY9qa1VAEFUfAU=; b=b4ovNtLiVbN1tDSm5JcE4+R6zAXGMmQFEtYm95l+lnlV9806SnHTLkkRZ7dt1JtOnh F+40kCWDyuyb7LdVNGzWvZvySPzrneGRI7x6ZesKMIbU4CtIXW+bgVhrfDgwadLoo7s4 Qx3Q08N7ZMwly9zs9Dt0n7/6mm29eUe99kG4M=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:from:date:message-id:subject:to :content-type:content-transfer-encoding; b=s8OdNmH+8SmsJrgzX0VJqfr0HQXBHfZOAdkmgu1Tnd5AmVoYQLGh2vRz7/G1m28xvn skVyvj0uffMqS7SW+SL2vgr6yr4mpSe4qwkGYqvI/d21hSqIyAWQUjIwjkaHxUXlhwaK +2ainEGFLc/e+PfeiuR/jauFRfAHMQQkuR6ig=

2009/5/11 Benoit Jacob <jacob.benoit.1@xxxxxxxxx>: > Thinking more about it. > It seems that in logsumexp() you rely on the rule > log(ab)=log(a)+log(b), > right? > This is only true for the usual log of positive real numbers. > All determinations of the log on all open subsets of complex numbers, > fail to have this property. I don't rely on that rule, but whoever uses this function would have to make sure that the arguments of their complex number are in the interval [-pi,pi], as always when using complex exponentials and logarithms. No idea what use it would have to take the logsumexp of a complex vector, though, as I only needed this function for log-probabilities, which are always real. I included the complex case only for completeness, but because the complex exponential is exp(a+ib) = exp(a) exp(ib), it's enough to look for the maximum of the real parts only. Marton

**References**:**[eigen] Statistics module***From:*Márton Danóczy

**Re: [eigen] Statistics module***From:*Benoit Jacob

**Re: [eigen] Statistics module***From:*Márton Danóczy

**Re: [eigen] Statistics module***From:*Benoit Jacob

**Re: [eigen] Statistics module***From:*Gael Guennebaud

**Re: [eigen] Statistics module***From:*Benoit Jacob

**Re: [eigen] Statistics module***From:*Benoit Jacob

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