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cdef extern from "numpy/npy_math.h":
double inf "NPY_INFINITY"
from libc.math cimport log, sqrt, fabs
cdef inline double entr(double x) nogil:
if x > 0:
return -x * log(x)
elif x == 0:
return 0
else:
return -inf
cdef inline double kl_div(double x, double y) nogil:
if x > 0 and y > 0:
return x * log(x / y) - x + y
elif x == 0 and y >= 0:
return y
else:
return inf
cdef inline double rel_entr(double x, double y) nogil:
if x > 0 and y > 0:
return x * log(x / y)
elif x == 0 and y >= 0:
return 0
else:
return inf
cdef inline double huber(double delta, double r) nogil:
if delta < 0:
return inf
elif fabs(r) <= delta:
return 0.5 * r * r;
else:
return delta * (fabs(r) - 0.5 * delta);
cdef inline double pseudo_huber(double delta, double r) nogil:
cdef double u, v
if delta < 0:
return inf
elif delta == 0 or r == 0:
return 0
else:
u = delta
v = r / delta
return u*u*(sqrt(1 + v*v) - 1)
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