76 lines
1.9 KiB
C
76 lines
1.9 KiB
C
/* ----------------------------------------------------------------------
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* Project: CMSIS DSP Library
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* Title: arm_logsumexp_f64.c
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* Description: LogSumExp
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*
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* $Date: 23 April 2021
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* $Revision: V1.9.0
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*
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* Target Processor: Cortex-M and Cortex-A cores
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* -------------------------------------------------------------------- */
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/*
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* Copyright (C) 2010-2021 ARM Limited or its affiliates. All rights reserved.
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*
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* SPDX-License-Identifier: Apache-2.0
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*
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* Licensed under the Apache License, Version 2.0 (the License); you may
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* not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an AS IS BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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#include "dsp/statistics_functions.h"
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#include <limits.h>
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#include <math.h>
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/**
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* @addtogroup Kullback-Leibler
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* @{
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*/
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/**
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* @brief Kullback-Leibler
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*
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* @param[in] *pSrcA points to an array of input values for probaility distribution A.
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* @param[in] *pSrcB points to an array of input values for probaility distribution B.
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* @param[in] blockSize number of samples in the input array.
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* @return Kullback-Leibler divergence D(A || B)
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*
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*/
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float64_t arm_kullback_leibler_f64(const float64_t * pSrcA, const float64_t * pSrcB, uint32_t blockSize)
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{
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const float64_t *pInA, *pInB;
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uint32_t blkCnt;
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float64_t accum, pA,pB;
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pInA = pSrcA;
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pInB = pSrcB;
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blkCnt = blockSize;
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accum = 0.0f;
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while(blkCnt > 0)
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{
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pA = *pInA++;
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pB = *pInB++;
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accum += pA * log(pB / pA);
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blkCnt--;
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}
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return(-accum);
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}
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/**
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* @} end of Kullback-Leibler group
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*/
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