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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>
5 
8 
9 namespace stan {
10 
11  namespace math {
12 
13  template <typename T> inline fvar<T>
14  log_diff_exp(const fvar<T>& x1, const fvar<T>& x2) {
17  using std::exp;
18  if (x1.val_ <= x2.val_)
20  return fvar<T>(log_diff_exp(x1.val_, x2.val_),
21  x1.d_ / (1 - exp(x2.val_ - x1.val_))
22  + x2.d_ / (1 - exp(x1.val_ - x2.val_)));
23  }
24 
25  template <typename T1, typename T2> inline fvar<T2>
26  log_diff_exp(const T1& x1, const fvar<T2>& x2) {
29  using std::exp;
30  if (x1 <= x2.val_)
32  return fvar<T2>(log_diff_exp(x1, x2.val_),
33  x2.d_ / (1 - exp(x1 - x2.val_)));
34  }
35 
36  template <typename T1, typename T2> inline fvar<T1>
37  log_diff_exp(const fvar<T1>& x1, const T2& x2) {
40  using std::exp;
41  if (x1.val_ <= x2)
43  return fvar<T1>(log_diff_exp(x1.val_, x2),
44  x1.d_ / (1 - exp(x2 - x1.val_)));
45  }
46  }
47 }
48 #endif
const double NOT_A_NUMBER
(Quiet) not-a-number value.
Definition: constants.hpp:56
fvar< T > log_diff_exp(const fvar< T > &x1, const fvar< T > &x2)
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10

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