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multiply.hpp
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#ifndef STAN_MATH_REV_MAT_FUN_MULTIPLY_HPP
#define STAN_MATH_REV_MAT_FUN_MULTIPLY_HPP
#include <stan/math/rev/core.hpp>
#include <stan/math/rev/mat/fun/Eigen_NumTraits.hpp>
#include <stan/math/rev/mat/fun/typedefs.hpp>
#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/prim/mat/fun/typedefs.hpp>
#include <stan/math/prim/mat/err/check_multiplicable.hpp>
#include <stan/math/rev/mat/fun/to_var.hpp>
#include <stan/math/rev/mat/fun/dot_product.hpp>
#include <boost/utility/enable_if.hpp>
#include <boost/type_traits.hpp>
#include <boost/math/tools/promotion.hpp>
namespace stan {
namespace math {
template <typename T1, typename T2>
inline typename
boost::enable_if_c<
(boost::is_scalar<T1>::value || boost::is_same<T1, var>::value)
&& (boost::is_scalar<T2>::value || boost::is_same<T2, var>::value),
typename boost::math::tools::promote_args<T1, T2>::type>::type
multiply(const T1& v, const T2& c) {
return v * c;
}
template<typename T1, typename T2, int R2, int C2>
inline Eigen::Matrix<var, R2, C2>
multiply(const T1& c, const Eigen::Matrix<T2, R2, C2>& m) {
// FIXME: pull out to eliminate overpromotion of one side
// move to matrix.hpp w. promotion?
return to_var(m) * to_var(c);
}
template<typename T1, int R1, int C1, typename T2>
inline Eigen::Matrix<var, R1, C1>
multiply(const Eigen::Matrix<T1, R1, C1>& m, const T2& c) {
return to_var(m) * to_var(c);
}
template<typename T1, int R1, int C1, typename T2, int R2, int C2>
inline typename
boost::enable_if_c< boost::is_same<T1, var>::value ||
boost::is_same<T2, var>::value,
Eigen::Matrix<var, R1, C2> >::type
multiply(const Eigen::Matrix<T1, R1, C1>& m1,
const Eigen::Matrix<T2, R2, C2>& m2) {
stan::math::check_multiplicable("multiply",
"m1", m1,
"m2", m2);
Eigen::Matrix<var, R1, C2> result(m1.rows(), m2.cols());
for (int i = 0; i < m1.rows(); i++) {
typename Eigen::Matrix<T1, R1, C1>::ConstRowXpr crow(m1.row(i));
for (int j = 0; j < m2.cols(); j++) {
typename Eigen::Matrix<T2, R2, C2>::ConstColXpr ccol(m2.col(j));
if (j == 0) {
if (i == 0) {
result(i, j) = var(new dot_product_vari<T1, T2>(crow, ccol));
} else {
dot_product_vari<T1, T2> *v2
= static_cast<dot_product_vari<T1, T2>*>(result(0, j).vi_);
result(i, j)
= var(new dot_product_vari<T1, T2>(crow, ccol, NULL, v2));
}
} else {
if (i == 0) {
dot_product_vari<T1, T2> *v1
= static_cast<dot_product_vari<T1, T2>*>(result(i, 0).vi_);
result(i, j)
= var(new dot_product_vari<T1, T2>(crow, ccol, v1, NULL));
} else /* if (i != 0 && j != 0) */ {
dot_product_vari<T1, T2> *v1
= static_cast<dot_product_vari<T1, T2>*>(result(i, 0).vi_);
dot_product_vari<T1, T2> *v2
= static_cast<dot_product_vari<T1, T2>*>(result(0, j).vi_);
result(i, j)
= var(new dot_product_vari<T1, T2>(crow, ccol, v1, v2));
}
}
}
}
return result;
}
template <typename T1, int C1, typename T2, int R2>
inline typename
boost::enable_if_c< boost::is_same<T1, var>::value ||
boost::is_same<T2, var>::value, var >::type
multiply(const Eigen::Matrix<T1, 1, C1>& rv,
const Eigen::Matrix<T2, R2, 1>& v) {
if (rv.size() != v.size())
throw std::domain_error("row vector and vector must be same length "
"in multiply");
return dot_product(rv, v);
}
}
}
#endif
core.hpp
check_multiplicable.hpp
Eigen_NumTraits.hpp
stan::math::multiply
Eigen::Matrix< fvar< T >, R1, C1 > multiply(const Eigen::Matrix< fvar< T >, R1, C1 > &m, const fvar< T > &c)
Definition: multiply.hpp:20
stan::math::var
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:32
stan::math::to_var
var to_var(const double &x)
Converts argument to an automatic differentiation variable.
Definition: to_var.hpp:21
to_var.hpp
typedefs.hpp
stan::math::check_multiplicable
bool check_multiplicable(const char *function, const char *name1, const T1 &y1, const char *name2, const T2 &y2)
Return true if the matrices can be multiplied.
Definition: check_multiplicable.hpp:33
stan::math::dot_product
fvar< T > dot_product(const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
Definition: dot_product.hpp:20
dot_product.hpp
stan::math::domain_error
void domain_error(const char *function, const char *name, const T &y, const char *msg1, const char *msg2)
Throw a domain error with a consistently formatted message.
Definition: domain_error.hpp:32
Eigen.hpp
typedefs.hpp

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