Stan Math Library  2.14.0
reverse mode automatic differentiation
log_sum_exp.hpp
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1 #ifndef STAN_MATH_FWD_ARR_FUN_LOG_SUM_EXP_HPP
2 #define STAN_MATH_FWD_ARR_FUN_LOG_SUM_EXP_HPP
3 
4 #include <stan/math/fwd/core.hpp>
6 #include <vector>
7 
8 namespace stan {
9  namespace math {
10 
11  template <typename T>
12  fvar<T>
13  log_sum_exp(const std::vector<fvar<T> >& v) {
14  using std::exp;
15  std::vector<T> vals(v.size());
16  for (size_t i = 0; i < v.size(); ++i)
17  vals[i] = v[i].val_;
18  T deriv(0.0);
19  T denominator(0.0);
20  for (size_t i = 0; i < v.size(); ++i) {
21  T exp_vi = exp(vals[i]);
22  denominator += exp_vi;
23  deriv += v[i].d_ * exp_vi;
24  }
25  return fvar<T>(log_sum_exp(vals), deriv / denominator);
26  }
27 
28  }
29 }
30 #endif
fvar< T > log_sum_exp(const std::vector< fvar< T > > &v)
Definition: log_sum_exp.hpp:13
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10

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