From 85e89fb9a69dfd5b73b7fc3e1b213decf698335c Mon Sep 17 00:00:00 2001
From: Daniel Waggoner <dwaggoner@frbatlanta.org>
Date: Fri, 5 Aug 2011 16:22:19 -0400
Subject: [PATCH] fixed AddScaledLogs() so zero weights can be safely passed
(cherry picked from commit fc074f98b74acb38d66dcd6e32ee0a5836e930e2)
---
math/dw_math.c | 15 ++++++++++-----
1 file changed, 10 insertions(+), 5 deletions(-)
diff --git a/math/dw_math.c b/math/dw_math.c
index 50b3534..288a99e 100644
--- a/math/dw_math.c
+++ b/math/dw_math.c
@@ -34,14 +34,19 @@ PRECISION AddLogs(PRECISION a, PRECISION b)
/*
Returns ln(x*exp(a) + y*exp(b)) computed to avoid overflow. If a = ln(c) and
- b = ln(d), as is usually the case, then the routine returns ln(x*c + y*d).
- Assumes that x*exp(a) + y*exp(b) is positive, but no checking is done. This
- condition will always be satisfied if both x and y are positive.
-
+ b = ln(d), as is usually the case, then the routine returns ln(x*c + y*d).
+ Both x and y must be non-negative. If either x or y is negative, it is
+ treated as if it were zero.
*/
PRECISION AddScaledLogs(PRECISION x, PRECISION a, PRECISION y, PRECISION b)
{
- return (a > b) ? a + log(x + y*exp(b-a)) : b + log(x*exp(a-b) + y);
+ if (x > 0)
+ if (y > 0)
+ return (a > b) ? a + log(x + y*exp(b-a)) : b + log(x*exp(a-b) + y);
+ else
+ return log(x) + a;
+ else
+ return (y > 0) ? log(y) + b : MINUS_INFINITY;
}
/*
--
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