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log_sum_exp.hpp
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1 #ifndef STAN_MATH_REV_SCAL_FUN_LOG_SUM_EXP_HPP
2 #define STAN_MATH_REV_SCAL_FUN_LOG_SUM_EXP_HPP
3 
4 #include <stan/math/rev/core.hpp>
7 
8 namespace stan {
9  namespace math {
10 
11  namespace {
12 
13  class log_sum_exp_vv_vari : public op_vv_vari {
14  public:
15  log_sum_exp_vv_vari(vari* avi, vari* bvi) :
16  op_vv_vari(stan::math::log_sum_exp(avi->val_, bvi->val_),
17  avi, bvi) {
18  }
19  void chain() {
20  avi_->adj_ += adj_ * calculate_chain(avi_->val_, val_);
21  bvi_->adj_ += adj_ * calculate_chain(bvi_->val_, val_);
22  }
23  };
24  class log_sum_exp_vd_vari : public op_vd_vari {
25  public:
26  log_sum_exp_vd_vari(vari* avi, double b) :
27  op_vd_vari(stan::math::log_sum_exp(avi->val_, b),
28  avi, b) {
29  }
30  void chain() {
31  avi_->adj_ += adj_ * calculate_chain(avi_->val_, val_);
32  }
33  };
34  class log_sum_exp_dv_vari : public op_dv_vari {
35  public:
36  log_sum_exp_dv_vari(double a, vari* bvi) :
37  op_dv_vari(stan::math::log_sum_exp(a, bvi->val_),
38  a, bvi) {
39  }
40  void chain() {
41  bvi_->adj_ += adj_ * calculate_chain(bvi_->val_, val_);
42  }
43  };
44 
45  }
46 
50  inline var log_sum_exp(const stan::math::var& a,
51  const stan::math::var& b) {
52  return var(new log_sum_exp_vv_vari(a.vi_, b.vi_));
53  }
57  inline var log_sum_exp(const stan::math::var& a,
58  const double& b) {
59  return var(new log_sum_exp_vd_vari(a.vi_, b));
60  }
64  inline var log_sum_exp(const double& a,
65  const stan::math::var& b) {
66  return var(new log_sum_exp_dv_vari(a, b.vi_));
67  }
68 
69  }
70 }
71 #endif
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:32
fvar< T > log_sum_exp(const std::vector< fvar< T > > &v)
Definition: log_sum_exp.hpp:14
double calculate_chain(const double &x, const double &val)
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:44

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