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log_diff_exp.hpp
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#ifndef STAN_MATH_REV_SCAL_FUN_LOG_DIFF_EXP_HPP
#define STAN_MATH_REV_SCAL_FUN_LOG_DIFF_EXP_HPP
#include <stan/math/rev/core.hpp>
#include <stan/math/rev/scal/fun/calculate_chain.hpp>
#include <stan/math/prim/scal/fun/log_diff_exp.hpp>
#include <cmath>
#ifdef _MSC_VER
#include <boost/math/special_functions/expm1.hpp>
using boost::math::expm1;
#endif
namespace stan {
namespace math {
namespace {
class log_diff_exp_vv_vari : public op_vv_vari {
public:
log_diff_exp_vv_vari(vari* avi, vari* bvi) :
op_vv_vari(stan::math::log_diff_exp(avi->val_, bvi->val_),
avi, bvi) {
}
void chain() {
avi_->adj_ += adj_ * calculate_chain(avi_->val_, val_);
bvi_->adj_ -= adj_ / ::expm1(avi_->val_ - bvi_->val_);
}
};
class log_diff_exp_vd_vari : public op_vd_vari {
public:
log_diff_exp_vd_vari(vari* avi, double b) :
op_vd_vari(stan::math::log_diff_exp(avi->val_, b),
avi, b) {
}
void chain() {
avi_->adj_ += adj_ * calculate_chain(avi_->val_, val_);
}
};
class log_diff_exp_dv_vari : public op_dv_vari {
public:
log_diff_exp_dv_vari(double a, vari* bvi) :
op_dv_vari(stan::math::log_diff_exp(a, bvi->val_),
a, bvi) {
}
void chain() {
bvi_->adj_ -= adj_ / ::expm1(ad_ - bvi_->val_);
}
};
}
inline var log_diff_exp(const stan::math::var& a,
const stan::math::var& b) {
return var(new log_diff_exp_vv_vari(a.vi_, b.vi_));
}
inline var log_diff_exp(const stan::math::var& a,
const double& b) {
return var(new log_diff_exp_vd_vari(a.vi_, b));
}
inline var log_diff_exp(const double& a,
const stan::math::var& b) {
return var(new log_diff_exp_dv_vari(a, b.vi_));
}
}
}
#endif
log_diff_exp.hpp
core.hpp
stan::math::var
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:32
stan::math::log_diff_exp
fvar< T > log_diff_exp(const fvar< T > &x1, const fvar< T > &x2)
Definition: log_diff_exp.hpp:14
stan::math::expm1
fvar< T > expm1(const fvar< T > &x)
Definition: expm1.hpp:12
stan::math::calculate_chain
double calculate_chain(const double &x, const double &val)
Definition: calculate_chain.hpp:8
stan::math::var::vi_
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:44
calculate_chain.hpp

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