55 lines
1.2 KiB
Mathematica
55 lines
1.2 KiB
Mathematica
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function varargout = crossentropy_internal(varargin)
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% CROSSENTROPY
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%
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% y = CROSSENTROPY(x,y)
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%
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% Computes/declares cross entropy -sum(x.*log(y))
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%
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% See also ENTROPY, KULLBACKLEIBLER
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switch class(varargin{1})
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case 'double'
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if nargin == 1
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% YALMIP flattens internally to [x(:);y(:)]
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z = varargin{1};
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z = reshape(z,[],2);
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x = z(:,1);
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y = z(:,2);
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else
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x = varargin{1}(:);
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y = varargin{2}(:);
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end
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ce = x(:).*log(y(:));
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ce(x==0) = 0;
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ce = real(ce);
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varargout{1} = -sum(ce);
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case 'char'
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X = varargin{3};
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F = [X >= 0];
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operator = struct('convexity','none','monotonicity','none','definiteness','none','model','callback');
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operator.range = [-inf inf];
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operator.domain = [0 inf];
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operator.derivative = @derivative;
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varargout{1} = F;
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varargout{2} = operator;
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varargout{3} = X;
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otherwise
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error('SDPVAR/CROSSENTROPY called with CHAR argument?');
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end
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function df = derivative(x)
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z = reshape(x,[],2);
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x = z(:,1);
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y = z(:,2);
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df = [-log(y);-x./y];
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