Fast logsumexp

Fast log-sum-exp function in Python

This code is about 2.5x faster than alternative scipy/numpy/cython/numexpr implementations. It's fast because of explicit use of SSE vectorized intrinsics.

See the example IPython notebook

Installation

$ python setup.py install

Usage

import sselogsumexp
x = np.random.randn(100)
sselogsumexp.logsumexp(x)