Merge pull request #993 from theogf/logexpfunctions

Implement methods for LogExpFunctions

Project.toml

@@ -20,6 +20,7 @@ LambertW = "984bce1d-4616-540c-a9ee-88d1112d94c9"
 Latexify = "23fbe1c1-3f47-55db-b15f-69d7ec21a316"
 Libdl = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
 MacroTools = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
 Markdown = "d6f4376e-aef5-505a-96c1-9c027394607a"
 NaNMath = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
@@ -57,6 +58,7 @@ IfElse = "0.1"
 LaTeXStrings = "1.3"
 LambertW = "0.4.5"
 Latexify = "0.11, 0.12, 0.13, 0.14, 0.15, 0.16"
+LogExpFunctions = "0.3"
 MacroTools = "0.5"
 NaNMath = "0.3, 1"
 PrecompileTools = "1"

src/Symbolics.jl

@@ -110,6 +110,9 @@ include("integral.jl")
 
 include("array-lib.jl")
 
+using LogExpFunctions
+include("logexpfunctions-lib.jl")
+
 include("linear_algebra.jl")
 
 using Groebner

src/logexpfunctions-lib.jl

@@ -0,0 +1,16 @@
+# Implement a few of the LogExpFuncitons methods when those rely on boolean workflows.
+
+LogExpFunctions.log1mexp(x::RCNum) = log(1 - exp(x))
+LogExpFunctions.log1pexp(x::RCNum) = log(1 + exp(x))
+LogExpFunctions.logexpm1(x::RCNum) = log(exp(x) - 1)
+LogExpFunctions.logmxp1(x::RCNum) = log(x) - x + 1
+for (f, op) in ((:logaddexp, +), (:logsubexp, -))
+    @eval begin
+        LogExpFunctions.$(f)(x::RCNum, y::Real) = log($(op)(exp(x), exp(y)))
+        LogExpFunctions.$(f)(x::Real, y::RCNum) = log($(op)(exp(x), exp(y)))
+        LogExpFunctions.$(f)(x::RCNum, y::RCNum) = log($(op)(exp(x), exp(y)))
+    end
+end
+function LogExpFunctions.logsumexp(x::Union{AbstractVector{<:Num}, Arr})
+    log(sum(exp, x; init = 0.0))
+end

test/logexpfunctions.jl

@@ -0,0 +1,25 @@
+using Symbolics
+using LogExpFunctions
+
+N = 10
+
+@variables a, b, c, x[1:N]
+
+_a = -0.2
+_b = -1.0
+_c = 2.0
+_x = rand(N)
+
+vals = Dict(a => _a, b => _b, c => _c, x => _x)
+
+@test substitute(logaddexp(a, b), vals) ≈ logaddexp(_a, _b)
+@test substitute(logaddexp(a, _b), vals) ≈ logaddexp(_a, _b)
+@test substitute(logaddexp(_a, b), vals) ≈ logaddexp(_a, _b)
+@test substitute(logsubexp(a, b), vals) ≈ logsubexp(_a, _b) 
+@test substitute(logsubexp(a, _b), vals) ≈ logsubexp(_a, _b) 
+@test substitute(logsubexp(_a, b), vals) ≈ logsubexp(_a, _b) 
+@test substitute(log1mexp(a), vals) ≈ log1mexp(_a)
+@test substitute(log1pexp(a), vals) ≈ log1pexp(_a)
+@test substitute(logexpm1(c), vals) ≈ logexpm1(_c)
+@test substitute(logmxp1(c), vals) ≈ logmxp1(_c)
+@test substitute(logsumexp(x), vals) ≈ logsumexp(_x)

test/runtests.jl

@@ -44,6 +44,7 @@ if GROUP == "All" || GROUP == "Core"
     @safetestset "Inequality Test" begin include("inequality.jl") end
     @safetestset "Integral Test" begin include("integral.jl") end
     @safetestset "CartesianIndex Test" begin include("cartesianindex.jl") end
+    @safetestset "LogExpFunctions Test" begin include("logexpfunctions.jl") end
 end
 
 if GROUP == "Downstream"