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csr_matrix_times_vector.hpp
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#ifndef STAN_MATH_PRIM_MAT_FUN_CSR_MATRIX_TIMES_VECTOR_HPP
#define STAN_MATH_PRIM_MAT_FUN_CSR_MATRIX_TIMES_VECTOR_HPP
#include <stan/math/prim/mat/fun/csr_u_to_z.hpp>
#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/prim/mat/fun/dot_product.hpp>
#include <stan/math/prim/scal/err/check_size_match.hpp>
#include <stan/math/prim/scal/err/check_positive.hpp>
#include <stan/math/prim/mat/err/check_range.hpp>
#include <boost/math/tools/promotion.hpp>
#include <vector>
namespace stan {
namespace math {
template <typename T1, typename T2>
inline
Eigen::Matrix<typename boost::math::tools::promote_args<T1, T2>::type,
Eigen::Dynamic, 1>
csr_matrix_times_vector(const int& m,
const 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) {
typedef typename boost::math::tools::promote_args<T1, T2>::type
result_t;
check_positive("csr_matrix_times_vector", "m", m);
check_positive("csr_matrix_times_vector", "n", n);
check_size_match("csr_matrix_times_vector", "n", n, "b", b.size());
check_size_match("csr_matrix_times_vector", "m", m, "u", u.size() - 1);
check_size_match("csr_matrix_times_vector", "w", w.size(), "v", v.size());
check_size_match("csr_matrix_times_vector", "u/z",
u[m - 1] + csr_u_to_z(u, m - 1) - 1, "v", v.size());
for (unsigned int i = 0; i < v.size(); ++i)
check_range("csr_matrix_times_vector", "v[]", n, v[i]);
Eigen::Matrix<result_t, Eigen::Dynamic, 1> result(m);
result.setZero();
for (int row = 0; row < m; ++row) {
int idx = csr_u_to_z(u, row);
int row_end_in_w = (u[row] - stan::error_index::value) + idx;
int i = 0; // index into dot-product segment entries.
Eigen::Matrix<result_t, Eigen::Dynamic, 1> b_sub(idx);
b_sub.setZero();
for (int nze = u[row] - stan::error_index::value;
nze < row_end_in_w; ++nze, ++i) {
check_range("csr_matrix_times_vector", "j", n, v[nze]);
b_sub.coeffRef(i) = b.coeffRef(v[nze] - stan::error_index::value);
} // loop skipped when z is zero.
Eigen::Matrix<T1, Eigen::Dynamic, 1>
w_sub(w.segment(u[row] - stan::error_index::value, idx));
result.coeffRef(row) = dot_product(w_sub, b_sub);
}
return result;
}
// end of csr_format group
}
}
#endif
check_size_match.hpp
check_positive.hpp
stan::math::csr_u_to_z
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:24
stan::math::check_range
bool check_range(const char *function, const char *name, const int max, const int index, const int nested_level, const char *error_msg)
Return true if specified index is within range.
Definition: check_range.hpp:29
stan::math::row
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:25
stan::error_index::value
Definition: error_index.hpp:7
stan::math::check_positive
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
Definition: check_positive.hpp:68
stan::math::check_size_match
bool check_size_match(const char *function, const char *name_i, T_size1 i, const char *name_j, T_size2 j)
Return true if the provided sizes match.
Definition: check_size_match.hpp:30
stan::math::dot_product
fvar< T > dot_product(const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
Definition: dot_product.hpp:20
dot_product.hpp
Eigen.hpp
csr_u_to_z.hpp
stan::math::csr_matrix_times_vector
Eigen::Matrix< typename boost::math::tools::promote_args< T1, T2 >::type, Eigen::Dynamic, 1 > csr_matrix_times_vector(const int &m, const 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)
Definition: csr_matrix_times_vector.hpp:79
check_range.hpp

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