scipy.special.rel_entr

scipy.special.rel_entr(x, y) = <ufunc 'rel_entr'>

Elementwise function for computing relative entropy.

\[\begin{split}\mathrm{rel\_entr}(x, y) = \begin{cases} x \log(x / y) & x > 0, y > 0 \\ 0 & x = 0, y \ge 0 \\ \infty & \text{otherwise} \end{cases}\end{split}\]

Parameters:

x : ndarray

First input array.

y : ndarray

Second input array.

Returns:

res : ndarray

Output array.

See also

entr, kl_div

Notes

This function is jointly convex in x and y.

New in version 0.15.0.