Stan Math Library  2.14.0
reverse mode automatic differentiation
csr_matrix_times_vector.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_CSR_MATRIX_TIMES_VECTOR_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_CSR_MATRIX_TIMES_VECTOR_HPP
3 
10 #include <boost/math/tools/promotion.hpp>
11 #include <vector>
12 
13 namespace stan {
14  namespace math {
75  template <typename T1, typename T2>
76  inline
77  Eigen::Matrix<typename boost::math::tools::promote_args<T1, T2>::type,
78  Eigen::Dynamic, 1>
80  int n,
81  const Eigen::Matrix<T1, Eigen::Dynamic, 1>& w,
82  const std::vector<int>& v,
83  const std::vector<int>& u,
84  const Eigen::Matrix<T2, Eigen::Dynamic, 1>& b) {
85  typedef typename boost::math::tools::promote_args<T1, T2>::type
86  result_t;
87 
88  check_positive("csr_matrix_times_vector", "m", m);
89  check_positive("csr_matrix_times_vector", "n", n);
90  check_size_match("csr_matrix_times_vector", "n", n, "b", b.size());
91  check_size_match("csr_matrix_times_vector", "m", m, "u", u.size() - 1);
92  check_size_match("csr_matrix_times_vector", "w", w.size(), "v", v.size());
93  check_size_match("csr_matrix_times_vector", "u/z",
94  u[m - 1] + csr_u_to_z(u, m - 1) - 1, "v", v.size());
95  for (unsigned int i = 0; i < v.size(); ++i)
96  check_range("csr_matrix_times_vector", "v[]", n, v[i]);
97 
98  Eigen::Matrix<result_t, Eigen::Dynamic, 1> result(m);
99  result.setZero();
100  for (int row = 0; row < m; ++row) {
101  int idx = csr_u_to_z(u, row);
102  int row_end_in_w = (u[row] - stan::error_index::value) + idx;
103  int i = 0;
104  Eigen::Matrix<result_t, Eigen::Dynamic, 1> b_sub(idx);
105  b_sub.setZero();
106  for (int nze = u[row] - stan::error_index::value;
107  nze < row_end_in_w; ++nze, ++i) {
108  check_range("csr_matrix_times_vector", "j", n, v[nze]);
109  b_sub.coeffRef(i) = b.coeffRef(v[nze] - stan::error_index::value);
110  }
111  Eigen::Matrix<T1, Eigen::Dynamic, 1>
112  w_sub(w.segment(u[row] - stan::error_index::value, idx));
113  result.coeffRef(row) = dot_product(w_sub, b_sub);
114  }
115  return result;
116  } // end of csr_format group
118 
119  }
120 }
121 #endif
void check_range(const char *function, const char *name, int max, int index, int nested_level, const char *error_msg)
Check if specified index is within range.
Definition: check_range.hpp:28
Eigen::Matrix< typename boost::math::tools::promote_args< T1, T2 >::type, Eigen::Dynamic, 1 > csr_matrix_times_vector(int m, int n, const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &w, const std::vector< int > &v, const std::vector< int > &u, const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &b)
int csr_u_to_z(const std::vector< int > &u, int i)
Return the z vector computed from the specified u vector at the index for the z vector.
Definition: csr_u_to_z.hpp:26
void check_size_match(const char *function, const char *name_i, T_size1 i, const char *name_j, T_size2 j)
Check if the provided sizes match.
Eigen::Matrix< T, 1, Eigen::Dynamic > row(const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m, size_t i)
Return the specified row of the specified matrix, using start-at-1 indexing.
Definition: row.hpp:26
fvar< T > dot_product(const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
Definition: dot_product.hpp:18
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.

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