log_sum_exp function

Log-Sum-Exponential

The natural logarithm of the sum of the elementwise exponential, $\log\sum_{i=1}^n e^{x_i}$. methods

log_sum_exp(x, axis = NA_real_, keepdims = FALSE)

Arguments

• x: An Expression , vector, or matrix.
• axis: (Optional) The dimension across which to apply the function: 1 indicates rows, 2 indicates columns, and NA indicates rows and columns. The default is NA.
• keepdims: (Optional) Should dimensions be maintained when applying the atom along an axis? If FALSE, result will be collapsed into an $n x 1$ column vector. The default is FALSE.

Returns

An Expression representing the log-sum-exponential of the input.

Examples

A <- Variable(2,2)
val <- cbind(c(5,7), c(0,-3))
prob <- Problem(Minimize(log_sum_exp(A)), list(A == val))
result <- solve(prob)
result$getValue(A)