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functionConvexLSE(const A: arrayof Extended): Extended;
beginvar Sum: Extended := 1.0; // for additional Exp(0) termforvar X in A do
Sum := Sum + Exp(X):
Result := Ln(Sum);
end;
LogSumExp
LogSumExp or LSE for a sequence x1,...,xn is is defined as the logarithm of the sum of the exponentials of the arguments:
Source: Wikipedia
Strictly Convex LogSumExp
Source: Wikipedia
Since exp(0) = e^0 = 1, we have
So, in Pascal we can have:
This issue was extracted from issue #16
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