How to include negative number in the log-sum-exp?

Question

I want to know summation of some small numbers, such as {e^-1000, -e^1001, e^1002...}

If all numbers are positive, I can use log-sum-exp algorithm. But unfortunately, negative numbers are also included in numbers.

Is there any method to calculate the sum of such numbers?

You can (sort of) take the log of a negative number: $\log(-1) = i\pi$ (sort of) — wlad, Dec 11, 2020 at 20:35
Maybe first all positive numbers can be summed up separately, and all negative summed up separately? — Maxim Umansky, Dec 11, 2020 at 20:38
Defining $\log(-x) = \log(x) + i\pi$ and $\log(0)= \infty$ should present one solution to your problem — wlad, Dec 11, 2020 at 20:41

wlad · Accepted Answer · 2020-12-11 20:47:01Z

1

In terms of Python, use

from cmath import log, exp

def clog(x):
    if  x == 0:
        return -float('inf')
    else:
        return log(x)

For a negative value of $x$, this gives $\log(x) = \log(-x) + i \pi$, and for $\log(0)$, this gives $\infty$.

answered Dec 11, 2020 at 20:47

wlad

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