LogMath add and subtract

[brandon willard]

I was just researching some numerical things when I remembered some changes I made to the methods in LogMath that might interest you folks: it's well summarized here.

I've attached the relevant changes to LogMath (in methods "add" and "subtract").

Best,

Brandon

[Justin Basilico]

Interesting. I wonder if it may be useful in adding these log1mexp and log1pexp utility functions they suggest directly (though maybe with slightly nicer names : ), maybe in MathUtil, and then using them in the LogMath, that way they could also easily be reused in other contexts.

Thanks, : )

Justin

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[Justin Basilico]

I added new functions to MathUtil (log1PlusExp and log1MinusExp) based on your suggestion and also modified LogMath to make use of them.

Thanks for the idea and pointers, : )

Justin