gp_exponential_cov.hpp

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#ifndef STAN_MATH_OPENCL_KERNELS_GP_EXPONENTIAL_COV_HPP
#define STAN_MATH_OPENCL_KERNELS_GP_EXPONENTIAL_COV_HPP
#ifdef STAN_OPENCL
 
#include <stan/math/opencl/kernel_cl.hpp>
#include <string>
 
namespace stan {
namespace math {
namespace opencl_kernels {
// \cond
static constexpr const char* gp_exponential_cov_kernel_code = STRINGIFY(
    // \endcond
    __kernel void gp_exponential_cov(
        const __global double* x, __global double* res, const double sigma_sq,
        const double neg_inv_l, const int size, const int element_size) {
      const int i = get_global_id(0);
      const int j = get_global_id(1);
      if (i < size && j < size) {
        if (i > j) {
          double sum = 0;
          for (int k = 0; k < element_size; k++) {
            double d = x[i * element_size + k] - x[j * element_size + k];
            sum += d * d;
          }
          double a = sigma_sq * exp(neg_inv_l * sqrt(sum));
          res[j * size + i] = a;
          res[i * size + j] = a;
        } else if (i == j) {
          res[j * size + i] = sigma_sq;
        }
      }
    }
    // \cond
);
// \endcond
 
const kernel_cl<in_buffer, out_buffer, double, double, int, int>
    gp_exponential_cov("gp_exponential_cov", {gp_exponential_cov_kernel_code});
 
// \cond
static constexpr const char* gp_exponential_cov_cross_kernel_code = STRINGIFY(
    // \endcond
    __kernel void gp_exponential_cov_cross(
        const __global double* x1, const __global double* x2,
        __global double* res, const double sigma_sq, const double neg_inv_l,
        const int size1, const int size2, const int element_size) {
      const int i = get_global_id(0);
      const int j = get_global_id(1);
      if (i < size1 && j < size2) {
        double sum = 0;
        for (int k = 0; k < element_size; k++) {
          double d = x1[i * element_size + k] - x2[j * element_size + k];
          sum += d * d;
        }
        res[j * size1 + i] = sigma_sq * exp(neg_inv_l * sqrt(sum));
      }
    }
    // \cond
);
// \endcond
 
const kernel_cl<in_buffer, in_buffer, out_buffer, double, double, int, int, int>
    gp_exponential_cov_cross("gp_exponential_cov_cross",
                             {gp_exponential_cov_cross_kernel_code});
 
}  // namespace opencl_kernels
}  // namespace math
}  // namespace stan
#endif
#endif