1 /* ----------------------------------------------------------------------
2 * Project: CMSIS DSP Library
3 * Title: arm_logsumexp_f64.c
4 * Description: LogSumExp
5 *
6 * $Date: 23 April 2021
7 * $Revision: V1.9.0
8 *
9 * Target Processor: Cortex-M and Cortex-A cores
10 * -------------------------------------------------------------------- */
11 /*
12 * Copyright (C) 2010-2021 ARM Limited or its affiliates. All rights reserved.
13 *
14 * SPDX-License-Identifier: Apache-2.0
15 *
16 * Licensed under the Apache License, Version 2.0 (the License); you may
17 * not use this file except in compliance with the License.
18 * You may obtain a copy of the License at
19 *
20 * www.apache.org/licenses/LICENSE-2.0
21 *
22 * Unless required by applicable law or agreed to in writing, software
23 * distributed under the License is distributed on an AS IS BASIS, WITHOUT
24 * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
25 * See the License for the specific language governing permissions and
26 * limitations under the License.
27 */
28
29 #include "dsp/statistics_functions.h"
30 #include <limits.h>
31 #include <math.h>
32
33 /**
34 * @addtogroup Kullback-Leibler
35 * @{
36 */
37
38 /**
39 * @brief Kullback-Leibler
40 *
41 * @param[in] *pSrcA points to an array of input values for probaility distribution A.
42 * @param[in] *pSrcB points to an array of input values for probaility distribution B.
43 * @param[in] blockSize number of samples in the input array.
44 * @return Kullback-Leibler divergence D(A || B)
45 *
46 */
47
arm_kullback_leibler_f64(const float64_t * pSrcA,const float64_t * pSrcB,uint32_t blockSize)48 float64_t arm_kullback_leibler_f64(const float64_t * pSrcA, const float64_t * pSrcB, uint32_t blockSize)
49 {
50 const float64_t *pInA, *pInB;
51 uint32_t blkCnt;
52 float64_t accum, pA,pB;
53
54 pInA = pSrcA;
55 pInB = pSrcB;
56 blkCnt = blockSize;
57
58 accum = 0.0f;
59
60 while(blkCnt > 0)
61 {
62 pA = *pInA++;
63 pB = *pInB++;
64
65 accum += pA * log(pB / pA);
66
67 blkCnt--;
68 }
69
70 return(-accum);
71 }
72
73 /**
74 * @} end of Kullback-Leibler group
75 */
76
