add logabssinh (#70)

* add logabssinh

* add logabssinh to docs, bump version

* logabssinh: ChainRules test

Project.toml

@@ -1,7 +1,7 @@
 name = "LogExpFunctions"
 uuid = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
 authors = ["StatsFun.jl contributors, Tamas K. Papp <[email protected]>"]
-version = "0.3.23"
+version = "0.3.24"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"

docs/src/index.md

@@ -15,6 +15,7 @@ xexpy
 logistic
 logit
 logcosh
+logabssinh
 log1psq
 log1pexp
 log1mexp

ext/LogExpFunctionsChainRulesCoreExt.jl

@@ -117,6 +117,7 @@ end
 ChainRulesCore.@scalar_rule(logistic(x::Real), (Ω * (1 - Ω),))
 ChainRulesCore.@scalar_rule(logit(x::Real), (inv(x * (1 - x)),))
 ChainRulesCore.@scalar_rule(logcosh(x::Real), tanh(x))
+ChainRulesCore.@scalar_rule(logabssinh(x::Real), coth(x))
 ChainRulesCore.@scalar_rule(log1psq(x::Real), (2 * x / (1 + x^2),))
 ChainRulesCore.@scalar_rule(log1pexp(x::Real), (logistic(x),))
 ChainRulesCore.@scalar_rule(log1mexp(x::Real), (-exp(x - Ω),))

src/LogExpFunctions.jl

@@ -8,7 +8,7 @@ import LinearAlgebra
 
 export xlogx, xlogy, xlog1py, xexpx, xexpy, logistic, logit, log1psq, log1pexp, log1mexp, log2mexp, logexpm1,
     softplus, invsoftplus, log1pmx, logmxp1, logaddexp, logsubexp, logsumexp, logsumexp!, softmax,
-    softmax!, logcosh, cloglog, cexpexp
+    softmax!, logcosh, logabssinh, cloglog, cexpexp
 
 include("basicfuns.jl")
 include("logsumexp.jl")

src/basicfuns.jl

@@ -137,6 +137,18 @@ end
 """
 $(SIGNATURES)
 
+Return `log(abs(sinh(x)))`, carefully evaluated without intermediate calculation of `sinh(x)`.
+
+The implementation ensures `logabssinh(-x) = logabssinh(x)`.
+"""
+function logabssinh(x::Real)
+    abs_x = abs(x)
+    return abs_x + log1mexp(- 2 * abs_x) - IrrationalConstants.logtwo
+end
+
+"""
+$(SIGNATURES)
+
 Return `log(1+x^2)` evaluated carefully for `abs(x)` very small or very large.
 """
 log1psq(x::Real) = log1p(abs2(x))

test/basicfuns.jl

@@ -85,19 +85,24 @@ end
     @test logit(logistic(2)) ≈ 2.0
 end
 
-@testset "logcosh" begin
+@testset "logcosh and logabssinh" begin
     for x in (randn(), randn(Float32))
         @test @inferred(logcosh(x)) isa typeof(x)
         @test logcosh(x) ≈ log(cosh(x))
         @test logcosh(-x) == logcosh(x)
+        @test @inferred(logabssinh(x)) isa typeof(x)
+        @test logabssinh(x) ≈ log(abs(sinh(x)))
+        @test logabssinh(-x) == logabssinh(x)
     end
 
     # special values
     for x in (-Inf, Inf, -Inf32, Inf32)
         @test @inferred(logcosh(x)) === oftype(x, Inf)
+        @test @inferred(logabssinh(x)) === oftype(x, Inf)
     end
     for x in (NaN, NaN32)
         @test @inferred(logcosh(x)) === x
+        @test @inferred(logabssinh(x)) === x
     end
 end
 

test/chainrules.jl

@@ -62,6 +62,8 @@
     for x in (-randexp(), randexp())
         test_frule(logcosh, x)
         test_rrule(logcosh, x)
+        test_frule(logabssinh, x)
+        test_rrule(logabssinh, x)
     end
 
     @testset "log1pexp" begin