Stan Math Library  2.11.0
reverse mode automatic differentiation
log_diff_exp.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_FUN_LOG_DIFF_EXP_HPP
2 #define STAN_MATH_PRIM_SCAL_FUN_LOG_DIFF_EXP_HPP
3 
5 #include <boost/math/tools/promotion.hpp>
6 #include <boost/throw_exception.hpp>
7 #include <limits>
8 #include <stdexcept>
9 
10 namespace stan {
11  namespace math {
12 
48  template <typename T1, typename T2>
49  inline typename boost::math::tools::promote_args<T1, T2>::type
50  log_diff_exp(const T1 x, const T2 y) {
51  if (x <= y)
52  return std::numeric_limits<double>::quiet_NaN();
53  return x + log1m_exp(y - x);
54  }
55 
56  }
57 }
58 
59 #endif
fvar< T > log_diff_exp(const fvar< T > &x1, const fvar< T > &x2)
fvar< T > log1m_exp(const fvar< T > &x)
Definition: log1m_exp.hpp:16

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