1 #ifndef STAN_MATH_FWD_MAT_FUN_LOG_SOFTMAX_HPP
2 #define STAN_MATH_FWD_MAT_FUN_LOG_SOFTMAX_HPP
15 Eigen::Matrix<fvar<T>, Eigen::Dynamic, 1>
20 Matrix<T, Dynamic, 1> alpha_t(alpha.size());
21 for (
int k = 0; k < alpha.size(); ++k)
22 alpha_t(k) = alpha(k).val_;
24 Matrix<T, Dynamic, 1> softmax_alpha_t =
softmax(alpha_t);
25 Matrix<T, Dynamic, 1> log_softmax_alpha_t =
log_softmax(alpha_t);
27 Matrix<fvar<T>, Dynamic, 1> log_softmax_alpha(alpha.size());
28 for (
int k = 0; k < alpha.size(); ++k) {
29 log_softmax_alpha(k).val_ = log_softmax_alpha_t(k);
30 log_softmax_alpha(k).d_ = 0;
33 for (
int m = 0; m < alpha.size(); ++m) {
34 T negative_alpha_m_d_times_softmax_alpha_t_m
35 = - alpha(m).d_ * softmax_alpha_t(m);
36 for (
int k = 0; k < alpha.size(); ++k) {
38 log_softmax_alpha(k).d_
40 + negative_alpha_m_d_times_softmax_alpha_t_m;
42 log_softmax_alpha(k).d_
43 += negative_alpha_m_d_times_softmax_alpha_t_m;
47 return log_softmax_alpha;
Eigen::Matrix< fvar< T >, Eigen::Dynamic, 1 > softmax(const Eigen::Matrix< fvar< T >, Eigen::Dynamic, 1 > &alpha)
Eigen::Matrix< fvar< T >, Eigen::Dynamic, 1 > log_softmax(const Eigen::Matrix< fvar< T >, Eigen::Dynamic, 1 > &alpha)