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/* ----------------------------------------------------------------------
* 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
*/
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