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log_diff_exp.hpp
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1 #ifndef STAN_MATH_REV_SCAL_FUN_LOG_DIFF_EXP_HPP
2 #define STAN_MATH_REV_SCAL_FUN_LOG_DIFF_EXP_HPP
3 
4 #include <stan/math/rev/core.hpp>
7 #include <cmath>
8 
9 namespace stan {
10  namespace math {
11 
12  namespace {
13  class log_diff_exp_vv_vari : public op_vv_vari {
14  public:
15  log_diff_exp_vv_vari(vari* avi, vari* bvi) :
16  op_vv_vari(stan::math::log_diff_exp(avi->val_, bvi->val_),
17  avi, bvi) {
18  }
19  void chain() {
20  avi_->adj_ += adj_ * calculate_chain(avi_->val_, val_);
21  bvi_->adj_ -= adj_ / ::expm1(avi_->val_ - bvi_->val_);
22  }
23  };
24  class log_diff_exp_vd_vari : public op_vd_vari {
25  public:
26  log_diff_exp_vd_vari(vari* avi, double b) :
27  op_vd_vari(stan::math::log_diff_exp(avi->val_, b),
28  avi, b) {
29  }
30  void chain() {
31  avi_->adj_ += adj_ * calculate_chain(avi_->val_, val_);
32  }
33  };
34  class log_diff_exp_dv_vari : public op_dv_vari {
35  public:
36  log_diff_exp_dv_vari(double a, vari* bvi) :
37  op_dv_vari(stan::math::log_diff_exp(a, bvi->val_),
38  a, bvi) {
39  }
40  void chain() {
41  bvi_->adj_ -= adj_ / ::expm1(ad_ - bvi_->val_);
42  }
43  };
44  }
45 
49  inline var log_diff_exp(const stan::math::var& a,
50  const stan::math::var& b) {
51  return var(new log_diff_exp_vv_vari(a.vi_, b.vi_));
52  }
56  inline var log_diff_exp(const stan::math::var& a,
57  const double& b) {
58  return var(new log_diff_exp_vd_vari(a.vi_, b));
59  }
63  inline var log_diff_exp(const double& a,
64  const stan::math::var& b) {
65  return var(new log_diff_exp_dv_vari(a, b.vi_));
66  }
67 
68  }
69 }
70 #endif
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:32
fvar< T > log_diff_exp(const fvar< T > &x1, const fvar< T > &x2)
fvar< T > expm1(const fvar< T > &x)
Definition: expm1.hpp:12
double calculate_chain(const double &x, const double &val)
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:44

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