Stan Math Library  2.11.0
reverse mode automatic differentiation
pow.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_REV_SCAL_FUN_POW_HPP
2 #define STAN_MATH_REV_SCAL_FUN_POW_HPP
3 
4 #include <stan/math/rev/core.hpp>
6 #include <boost/math/special_functions/fpclassify.hpp>
7 #include <cmath>
8 #include <limits>
9 
10 namespace stan {
11  namespace math {
12 
13  namespace {
14  class pow_vv_vari : public op_vv_vari {
15  public:
16  pow_vv_vari(vari* avi, vari* bvi) :
17  op_vv_vari(std::pow(avi->val_, bvi->val_), avi, bvi) {
18  }
19  void chain() {
20  if (unlikely(boost::math::isnan(avi_->val_)
21  || boost::math::isnan(bvi_->val_))) {
22  avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
23  bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
24  } else {
25  if (avi_->val_ == 0.0) return; // partials zero, avoids 0 & log(0)
26  avi_->adj_ += adj_ * bvi_->val_ * val_ / avi_->val_;
27  bvi_->adj_ += adj_ * std::log(avi_->val_) * val_;
28  }
29  }
30  };
31 
32  class pow_vd_vari : public op_vd_vari {
33  public:
34  pow_vd_vari(vari* avi, double b) :
35  op_vd_vari(std::pow(avi->val_, b), avi, b) {
36  }
37  void chain() {
38  if (unlikely(boost::math::isnan(avi_->val_)
39  || boost::math::isnan(bd_))) {
40  avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
41  } else {
42  if (avi_->val_ == 0.0) return; // partials zero, avoids 0 & log(0)
43  avi_->adj_ += adj_ * bd_ * val_ / avi_->val_;
44  }
45  }
46  };
47 
48  class pow_dv_vari : public op_dv_vari {
49  public:
50  pow_dv_vari(double a, vari* bvi) :
51  op_dv_vari(std::pow(a, bvi->val_), a, bvi) {
52  }
53  void chain() {
54  if (unlikely(boost::math::isnan(bvi_->val_)
55  || boost::math::isnan(ad_))) {
56  bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
57  } else {
58  if (ad_ == 0.0) return; // partials zero, avoids 0 & log(0)
59  bvi_->adj_ += adj_ * std::log(ad_) * val_;
60  }
61  }
62  };
63  }
64 
103  inline var pow(const var& base, const var& exponent) {
104  return var(new pow_vv_vari(base.vi_, exponent.vi_));
105  }
106 
119  inline var pow(const var& base, const double exponent) {
120  if (exponent == 0.5)
121  return sqrt(base);
122  if (exponent == 1.0)
123  return base;
124  if (exponent == 2.0)
125  return base * base; // FIXME: use square()
126  return var(new pow_vd_vari(base.vi_, exponent));
127  }
128 
141  inline var pow(const double base, const var& exponent) {
142  return var(new pow_dv_vari(base, exponent.vi_));
143  }
144 
145  }
146 }
147 #endif
fvar< T > sqrt(const fvar< T > &x)
Definition: sqrt.hpp:15
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:15
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:31
bool isnan(const stan::math::var &v)
Checks if the given number is NaN.
Definition: boost_isnan.hpp:22
#define unlikely(x)
Definition: likely.hpp:9
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:43
fvar< T > pow(const fvar< T > &x1, const fvar< T > &x2)
Definition: pow.hpp:18

     [ Stan Home Page ] © 2011–2016, Stan Development Team.