Stan Math Library  2.10.0
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>
7 #include <cmath>
8 
9 #ifdef _MSC_VER
10 #include <boost/math/special_functions/expm1.hpp>
11 using boost::math::expm1;
12 #endif
13 
14 namespace stan {
15  namespace math {
16 
17  namespace {
18  class log_diff_exp_vv_vari : public op_vv_vari {
19  public:
20  log_diff_exp_vv_vari(vari* avi, vari* bvi) :
21  op_vv_vari(stan::math::log_diff_exp(avi->val_, bvi->val_),
22  avi, bvi) {
23  }
24  void chain() {
25  avi_->adj_ += adj_ * calculate_chain(avi_->val_, val_);
26  bvi_->adj_ -= adj_ / ::expm1(avi_->val_ - bvi_->val_);
27  }
28  };
29  class log_diff_exp_vd_vari : public op_vd_vari {
30  public:
31  log_diff_exp_vd_vari(vari* avi, double b) :
32  op_vd_vari(stan::math::log_diff_exp(avi->val_, b),
33  avi, b) {
34  }
35  void chain() {
36  avi_->adj_ += adj_ * calculate_chain(avi_->val_, val_);
37  }
38  };
39  class log_diff_exp_dv_vari : public op_dv_vari {
40  public:
41  log_diff_exp_dv_vari(double a, vari* bvi) :
42  op_dv_vari(stan::math::log_diff_exp(a, bvi->val_),
43  a, bvi) {
44  }
45  void chain() {
46  bvi_->adj_ -= adj_ / ::expm1(ad_ - bvi_->val_);
47  }
48  };
49  }
50 
54  inline var log_diff_exp(const stan::math::var& a,
55  const stan::math::var& b) {
56  return var(new log_diff_exp_vv_vari(a.vi_, b.vi_));
57  }
61  inline var log_diff_exp(const stan::math::var& a,
62  const double& b) {
63  return var(new log_diff_exp_vd_vari(a.vi_, b));
64  }
68  inline var log_diff_exp(const double& a,
69  const stan::math::var& b) {
70  return var(new log_diff_exp_dv_vari(a, b.vi_));
71  }
72 
73  }
74 }
75 #endif
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:31
fvar< T > log_diff_exp(const fvar< T > &x1, const fvar< T > &x2)
fvar< T > expm1(const fvar< T > &x)
Definition: expm1.hpp:12
double calculate_chain(const double &x, const double &val)
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:43

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