1 #ifndef STAN_MATH_FWD_MAT_FUN_SOFTMAX_HPP
2 #define STAN_MATH_FWD_MAT_FUN_SOFTMAX_HPP
13 Eigen::Matrix<fvar<T>, Eigen::Dynamic, 1>
19 Matrix<T, Dynamic, 1> alpha_t(alpha.size());
20 for (
int k = 0; k < alpha.size(); ++k)
21 alpha_t(k) = alpha(k).val_;
23 Matrix<T, Dynamic, 1> softmax_alpha_t =
softmax(alpha_t);
25 Matrix<fvar<T>, Dynamic, 1> softmax_alpha(alpha.size());
26 for (
int k = 0; k < alpha.size(); ++k) {
27 softmax_alpha(k).val_ = softmax_alpha_t(k);
28 softmax_alpha(k).d_ = 0;
32 for (
int m = 0; m < alpha.size(); ++m) {
34 T negative_alpha_m_d_times_softmax_alpha_t_m
35 = - alpha(m).d_ * softmax_alpha_t(m);
36 for (
int k = 0; k < alpha.size(); ++k) {
42 + negative_alpha_m_d_times_softmax_alpha_t_m);
45 += negative_alpha_m_d_times_softmax_alpha_t_m
Eigen::Matrix< fvar< T >, Eigen::Dynamic, 1 > softmax(const Eigen::Matrix< fvar< T >, Eigen::Dynamic, 1 > &alpha)