Stan Math Library  2.14.0
reverse mode automatic differentiation
log_diff_exp.hpp
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1 #ifndef STAN_MATH_REV_SCAL_FUN_LOG_DIFF_EXP_HPP
2 #define STAN_MATH_REV_SCAL_FUN_LOG_DIFF_EXP_HPP
3 
4 #include <stan/math/rev/core.hpp>
8 
9 namespace stan {
10  namespace math {
11 
12  namespace {
13  class log_diff_exp_vv_vari : public op_vv_vari {
14  public:
15  log_diff_exp_vv_vari(vari* avi, vari* bvi) :
16  op_vv_vari(log_diff_exp(avi->val_, bvi->val_), avi, bvi) {
17  }
18  void chain() {
19  avi_->adj_ += adj_ * calculate_chain(avi_->val_, val_);
20  bvi_->adj_ -= adj_ / expm1(avi_->val_ - bvi_->val_);
21  }
22  };
23  class log_diff_exp_vd_vari : public op_vd_vari {
24  public:
25  log_diff_exp_vd_vari(vari* avi, double b) :
26  op_vd_vari(log_diff_exp(avi->val_, b), avi, b) {
27  }
28  void chain() {
29  avi_->adj_ += adj_ * calculate_chain(avi_->val_, val_);
30  }
31  };
32  class log_diff_exp_dv_vari : public op_dv_vari {
33  public:
34  log_diff_exp_dv_vari(double a, vari* bvi) :
35  op_dv_vari(log_diff_exp(a, bvi->val_), a, bvi) {
36  }
37  void chain() {
38  bvi_->adj_ -= adj_ / expm1(ad_ - bvi_->val_);
39  }
40  };
41  }
42 
50  inline var log_diff_exp(const var& a, const var& b) {
51  return var(new log_diff_exp_vv_vari(a.vi_, b.vi_));
52  }
53 
61  inline var log_diff_exp(const var& a, double b) {
62  return var(new log_diff_exp_vd_vari(a.vi_, b));
63  }
64 
72  inline var log_diff_exp(double a, const var& b) {
73  return var(new log_diff_exp_dv_vari(a, b.vi_));
74  }
75 
76  }
77 }
78 #endif
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:30
fvar< T > log_diff_exp(const fvar< T > &x1, const fvar< T > &x2)
fvar< T > expm1(const fvar< T > &x)
Definition: expm1.hpp:12
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:42
double calculate_chain(double x, double val)

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