Stan Math Library  2.15.0
reverse mode automatic differentiation
log_diff_exp.hpp
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1 #ifndef STAN_MATH_FWD_SCAL_FUN_LOG_DIFF_EXP_HPP
2 #define STAN_MATH_FWD_SCAL_FUN_LOG_DIFF_EXP_HPP
3 
4 #include <stan/math/fwd/core.hpp>
8 
9 namespace stan {
10  namespace math {
11 
12  template <typename T> inline fvar<T>
13  log_diff_exp(const fvar<T>& x1, const fvar<T>& x2) {
14  using std::exp;
15  if (x1.val_ <= x2.val_)
17  return fvar<T>(log_diff_exp(x1.val_, x2.val_),
18  -(x1.d_ / expm1(x2.val_ - x1.val_)
19  + x2.d_ / expm1(x1.val_ - x2.val_)));
20  }
21 
22  template <typename T1, typename T2> inline fvar<T2>
23  log_diff_exp(const T1& x1, const fvar<T2>& x2) {
24  using std::exp;
25  if (x1 <= x2.val_)
27  return fvar<T2>(log_diff_exp(x1, x2.val_),
28  -x2.d_ / expm1(x1 - x2.val_));
29  }
30 
31  template <typename T1, typename T2> inline fvar<T1>
32  log_diff_exp(const fvar<T1>& x1, const T2& x2) {
33  using std::exp;
34  if (x1.val_ <= x2)
36  return fvar<T1>(log_diff_exp(x1.val_, x2),
37  -x1.d_ / expm1(x2 - x1.val_));
38  }
39  }
40 }
41 #endif
const double NOT_A_NUMBER
(Quiet) not-a-number value.
Definition: constants.hpp:55
fvar< T > log_diff_exp(const fvar< T > &x1, const fvar< T > &x2)
fvar< T > expm1(const fvar< T > &x)
Definition: expm1.hpp:12
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10

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