1 files changed, 75 insertions, 0 deletions
diff --git a/Drivers/CMSIS/DSP/Source/StatisticsFunctions/arm_kullback_leibler_f64.c b/Drivers/CMSIS/DSP/Source/StatisticsFunctions/arm_kullback_leibler_f64.c
new file mode 100644
index 0000000..b43b218
--- /dev/null
+++ b/Drivers/CMSIS/DSP/Source/StatisticsFunctions/arm_kullback_leibler_f64.c
@@ -0,0 +1,75 @@
+/* ----------------------------------------------------------------------
+ * Project:      CMSIS DSP Library
+ * Title:        arm_logsumexp_f64.c
+ * Description:  LogSumExp
+ *
+ * $Date:        23 April 2021
+ * $Revision:    V1.9.0
+ *
+ * Target Processor: Cortex-M and Cortex-A cores
+ * -------------------------------------------------------------------- */
+/*
+ * Copyright (C) 2010-2021 ARM Limited or its affiliates. All rights reserved.
+ *
+ * SPDX-License-Identifier: Apache-2.0
+ *
+ * Licensed under the Apache License, Version 2.0 (the License); you may
+ * not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ * www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an AS IS BASIS, WITHOUT
+ * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+#include "dsp/statistics_functions.h"
+#include <limits.h>
+#include <math.h>
+
+/**
+ * @addtogroup Kullback-Leibler
+ * @{
+ */
+
+/**
+ * @brief Kullback-Leibler
+ *
+ * @param[in]  *pSrcA         points to an array of input values for probaility distribution A.
+ * @param[in]  *pSrcB         points to an array of input values for probaility distribution B.
+ * @param[in]  blockSize      number of samples in the input array.
+ * @return Kullback-Leibler divergence D(A || B)
+ *
+ */
+
+float64_t arm_kullback_leibler_f64(const float64_t * pSrcA, const float64_t * pSrcB, uint32_t blockSize)
+{
+    const float64_t *pInA, *pInB;
+    uint32_t blkCnt;
+    float64_t accum, pA,pB;
+ 
+    pInA = pSrcA;
+    pInB = pSrcB;
+    blkCnt = blockSize;
+
+    accum = 0.0;
+
+    while(blkCnt > 0)
+    {
+        pA = *pInA++;
+        pB = *pInB++;
+
+        accum += pA * log(pB / pA);
+       
+        blkCnt--;
+    }
+
+    return(-accum);
+}
+
+/**
+ * @} end of Kullback-Leibler group
+ */