tfp.substrates.jax.math.lambertw_winitzki_approx

Computes Winitzki approximation to Lambert W function at z >= -1/exp(1).

tfp.substrates.jax.math.lambertw_winitzki_approx(
    z, name=None
)

The approximation for z >= -1/exp(1) will be used as a starting point in the iterative algorithm to compute W(z). See _lambertw_principal_branch() below. See https://www.researchgate.net/post/Is_there_approximation_to_the_LambertWx_function and in particular (38) in https://pdfs.semanticscholar.org/e934/24f33e2742016ef18c36a80788400d2f17b4.pdf

z value for which W(z) should be computed. Expected z >= -1/exp(1). If not then function will fail due to log(<0).
name optionally pass name for output.

lambertw_winitzki_approx Approximation for W(z) for z >= -1/exp(1).