Stan Math Library  2.15.0
reverse mode automatic differentiation
precomputed_gradients.hpp
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1 #ifndef STAN_MATH_REV_CORE_PRECOMPUTED_GRADIENTS_HPP
2 #define STAN_MATH_REV_CORE_PRECOMPUTED_GRADIENTS_HPP
3 
7 #include <algorithm>
8 #include <vector>
9 
10 namespace stan {
11  namespace math {
12 
21  protected:
22  const size_t size_;
24  double* gradients_;
25 
26  public:
37  size_t size,
38  vari** varis,
39  double* gradients)
40  : vari(val),
41  size_(size),
42  varis_(varis),
43  gradients_(gradients) {
44  }
45 
58  const std::vector<var>& vars,
59  const std::vector<double>& gradients)
60  : vari(val),
61  size_(vars.size()),
62  varis_(ChainableStack::memalloc_
63  .alloc_array<vari*>(vars.size())),
64  gradients_(ChainableStack::memalloc_
65  .alloc_array<double>(vars.size())) {
66  check_consistent_sizes("precomputed_gradients_vari",
67  "vars", vars, "gradients", gradients);
68  for (size_t i = 0; i < vars.size(); ++i)
69  varis_[i] = vars[i].vi_;
70  std::copy(gradients.begin(), gradients.end(), gradients_);
71  }
72 
77  void chain() {
78  for (size_t i = 0; i < size_; ++i)
79  varis_[i]->adj_ += adj_ * gradients_[i];
80  }
81  };
82 
95  inline var precomputed_gradients(double value,
96  const std::vector<var>& operands,
97  const std::vector<double>& gradients) {
98  return var(new precomputed_gradients_vari(value, operands, gradients));
99  }
100  }
101 }
102 #endif
The variable implementation base class.
Definition: vari.hpp:30
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:30
friend class var
Definition: vari.hpp:32
A variable implementation taking a sequence of operands and partial derivatives with respect to the o...
precomputed_gradients_vari(double val, const std::vector< var > &vars, const std::vector< double > &gradients)
Construct a precomputed vari with the specified value, operands, and gradients.
var precomputed_gradients(double value, const std::vector< var > &operands, const std::vector< double > &gradients)
This function returns a var for an expression that has the specified value, vector of operands...
void chain()
Implements the chain rule for this variable, using the prestored operands and gradient.
int size(const std::vector< T > &x)
Return the size of the specified standard vector.
Definition: size.hpp:17
double adj_
The adjoint of this variable, which is the partial derivative of this variable with respect to the ro...
Definition: vari.hpp:44
void check_consistent_sizes(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Check if the dimension of x1 is consistent with x2.
precomputed_gradients_vari(double val, size_t size, vari **varis, double *gradients)
Construct a precomputed vari with the specified value, operands, and gradients.

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