/// <summary>
/// Computes log(exp(x) - exp(y)) to high accuracy.
/// </summary>
/// <param name="x">Any real number from -Inf to Inf, or NaN. Must be greater or equal to y.</param>
/// <param name="y">Any real number from -Inf to Inf, or NaN. Must be less or equal to x.</param>
/// <returns></returns>
/// <remarks>This function provides higher accuracy than a direct evaluation of <c>log(exp(x)-exp(y))</c>.</remarks>
public static double LogDifferenceOfExp(double x, double y)
{
if (x == y)
{
return(Double.NegativeInfinity);
}
if (Double.IsNegativeInfinity(y))
{
return(x);
}
return(x + MMath.Log1MinusExp(y - x));
}
/// <summary>
/// Computes exp(x)-exp(y) to high accuracy.
/// </summary>
/// <param name="x">Any real number</param>
/// <param name="y">Any real number</param>
/// <returns>exp(x)-exp(y)</returns>
public static double DifferenceOfExp(double x, double y)
{
if (x == y)
{
return(0.0);
}
else if (x > y)
{
return(Math.Exp(x + MMath.Log1MinusExp(y - x)));
}
else
{
return(-DifferenceOfExp(y, x));
}
}
