add log1mexp.m

OceanSunzh · Aug 26, 2017 · 272477e · 272477e
1 parent e1c19a5
commit 272477e
Showing 1 changed file with 7 additions and 0 deletions.
diff --git a/common/log1mexp.m b/common/log1mexp.m
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+function y = log1mexp(x)
+% Accurately compute y = log(1-exp(-x))
+% reference: Accurately Computing log(1-exp(-|a|)) Martin Machler
+y = x;
+i = x > log(2);
+y(i) = log1p(-exp(-x(i)));
+y(~i) = log(-expm1(-x(~i)));