stack overflow in computing entropy

asked 2012-09-22 20:42:12 +0200

kayhan
13 ●1 ●1 ●5

Hi,

I am still new to sage, I am trying to compute use sage to do some symbolic computation. Here is my test to compute entropy of the Gaussian distribution:

x, sigma, mu,a = var('x','sigma','mu','a')
q = 1/((2*pi)^(1/2)*sigma)*exp(-(x - mu)^2/(2*sigma^2))
assume(sigma>0)
assume(mu>0)
show(q)
import sympy
integral(q,(x,-oo,oo)) 
integral(-q*log(q),(x,-oo,oo))

First of all, it complains if I don't assume mu is positive. It is right that sigma should be positive but why mu ?! Second, even after assuming mu>0, it produces stack overflow:

WARNING: Output truncated!  
full_output.txt


;;;
;;; Binding stack overflow.
;;; Jumping to the outermost toplevel prompt
;;;


;;;
;;; Binding stack overflow.
;;; Jumping to the outermost toplevel prompt
;;;

Does anyone know why? I am sure I am missing something.

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The semicolons indicate this is a Maxima overflow. (Maxima handles our symbolic integration, and raises the error messages asking for the sign of various parameters.)

kcrisman ( 2012-09-22 23:05:08 +0200 )edit

By the way, importing sympy would not do anything here, unless you used sympy.integral or whatever their syntax is. Which could be an interesting option for you (or so I thought until I saw your other question).

kcrisman ( 2012-09-22 23:05:32 +0200 )edit

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answered 2012-09-22 23:13:33 +0200

kcrisman
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updated 2012-09-24 15:00:33 +0200

This isn't an answer, but apparently the problem isn't Maxima per se. (Recall that Maxima is the normal integration engine within Sage.) After the requisite assumptions, I have (in Sage's native Maxima):

sage: maxima_console()
<snip>
(%i1) q:1/((2*%pi)^(1/2)*sigma)*exp(-(x - mu)^2/(2*sigma^2));
                                             2
                                     (x - mu)
                                   - ---------
                                            2
                                     2 sigma
                                 %e
(%o1)                       -----------------------
                            sqrt(2) sqrt(%pi) sigma
(%i2) assume(sigma>0);
(%o2)                             [sigma > 0]
(%i3) assume(mu>0);
(%o3)                              [mu > 0]
(%i4) integrate(q,x,minf,inf);
(%o4)                                  1

(%i5) integrate(-q*log(q),x,minf,inf);
                                                        2
                                 2              (x - mu)
                         (x - mu)             - ---------
                inf    - ---------                     2
               /                2               2 sigma
               [         2 sigma            %e
               I     %e            log(-----------------------) dx
               ]                       sqrt(2) sqrt(%pi) sigma
               /
                minf
(%o5)        - ---------------------------------------------------
                             sqrt(2) sqrt(%pi) sigma
(%i6)

which shouldn't cause an overflow. See the other answer for more details on how to simplify this.

(In the notebook, one can choose "Maxima" from the combo box of systems, or put %maxima at the beginning of a cell, and then just put the input commands above in that cell to evaluate this.)

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where did you define "inf" and "minf" ? did you import a library to get the answer?

kayhan ( 2012-09-22 23:24:01 +0200 )edit

Sorry, I'll edit to make this clear.

kcrisman ( 2012-09-22 23:25:02 +0200 )edit

sorry for my ignorance, but it is still unclear for me. What is maxima_console() ? I am using web-based interface, are you using something else? Do you think it is a bug? You mentioned default mode of integration in sage is maxima, how can I change it?

kayhan ( 2012-09-22 23:38:30 +0200 )edit

Hmm, that's true, you probably can't do the interactive console in Maxima. However, you could just type in the commands - I'll edit again.

kcrisman ( 2012-09-24 14:59:01 +0200 )edit

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answered 2012-09-23 02:32:57 +0200

achrzesz
2728 ●5 ●25 ●59

updated 2012-09-23 05:40:49 +0200

Maxima can compute the entropy

sage:maxima_console()

(%i1) display2d:false$                                       

(%i2) q:1/((2*%pi)^(1/2)*sigma)*exp(-(x - mu)^2/(2*sigma^2))$

(%i3) assume(sigma>0)$

(%i4) assume(mu>0)$

(%i5) ii:integrate(-q*log(q),x,minf,inf)$

(%i6) changevar(ii,(x-mu)/(sqrt(2)*sigma)-y,y,x)$

(%i7) ev(%,integrate)$

(%i8) ratsimp(%);

(%o8) (2*log(sigma)+log(%pi)+log(2)+1)/2
(%i9) logcontract(%);

(%o9) (log(2*%pi*sigma^2)+1)/2

and the last expression is equal to:

log(sqrt(2*pi)*sigma)+1/2

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Nice, except that one has to change the variable explicitly. So Maxima can't really do it without extra intervention :(

kcrisman ( 2012-09-24 15:01:04 +0200 )edit

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answered 2012-09-23 22:19:05 +0200

kayhan
13 ●1 ●1 ●5

Thank you for your reply.

The answer is correct but just a few points for clarification of my mind:

maxima is able to compute the integral correctly but it totally different software and sage can interface with it. However the syntax is totally different.
The mystery that why sage cannot solve the integral is not resolved, right?
It is not clear why we need to define (mu > 0) even in maxima.

Again thank you for your reply.

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You are correct that the overflow is still not resolved. Sage doesn't just interface with Maxima, though, but USES it to do integrals. (You can also use Sympy and some other options, with the `algorithm` keyword.) Check out http://www.sagemath.org/doc/reference/sage/symbolic/integration/integral.html#sage.symbolic.integration.integral.integral

kcrisman ( 2012-09-24 15:02:29 +0200 )edit

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