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>
18 Matrix<T, Dynamic, 1> alpha_t(alpha.size());
19 for (
int k = 0; k < alpha.size(); ++k)
20 alpha_t(k) = alpha(k).val_;
22 Matrix<T, Dynamic, 1> softmax_alpha_t =
softmax(alpha_t);
24 Matrix<fvar<T>, Dynamic, 1> softmax_alpha(alpha.size());
25 for (
int k = 0; k < alpha.size(); ++k) {
26 softmax_alpha(k).val_ = softmax_alpha_t(k);
27 softmax_alpha(k).d_ = 0;
30 for (
int m = 0; m < alpha.size(); ++m) {
31 T negative_alpha_m_d_times_softmax_alpha_t_m
32 = - alpha(m).d_ * softmax_alpha_t(m);
33 for (
int k = 0; k < alpha.size(); ++k) {
38 + negative_alpha_m_d_times_softmax_alpha_t_m);
41 += 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)