lub_constrain.hpp

Go to the documentation of this file.

#ifndef STAN_MATH_OPENCL_PRIM_CONSTRAINT_LUB_CONSTRAIN_HPP
#define STAN_MATH_OPENCL_PRIM_CONSTRAINT_LUB_CONSTRAIN_HPP
#ifdef STAN_OPENCL
 
#include <stan/math/opencl/prim/sum.hpp>
#include <stan/math/opencl/matrix_cl.hpp>
#include <stan/math/opencl/kernel_generator.hpp>
#include <stan/math/prim/fun/constants.hpp>
 
namespace stan {
namespace math {
 
template <typename T, typename L, typename U,
          require_all_kernel_expressions_and_none_scalar_t<T>* = nullptr,
          require_all_kernel_expressions_t<L, U>* = nullptr>
inline matrix_cl<double> lub_constrain(const T& x, const L& lb, const U& ub) {
  auto diff = ub - lb;
  auto lb_inf = lb == NEGATIVE_INFTY;
  auto ub_inf = ub == INFTY;
 
  auto check
      = check_cl("lub_constrain (OpenCL)", "(ub - lb)", diff, "positive");
  matrix_cl<double> res;
 
  results(check, res) = expressions(
      diff > 0.0, select(lb_inf, select(ub_inf, x, ub - exp(x)),
                         select(ub_inf, exp(x) + lb,
                                elt_multiply(diff, inv_logit(x)) + lb)));
  return res;
}
 
template <typename T, typename L, typename U,
          require_all_kernel_expressions_and_none_scalar_t<T>* = nullptr,
          require_all_kernel_expressions_t<L, U>* = nullptr>
inline auto lub_constrain(const T& x, const L& lb, const U& ub,
                          return_type_t<T, L, U>& lp) {
  auto diff = ub - lb;
  auto lb_inf = lb == NEGATIVE_INFTY;
  auto ub_inf = ub == INFTY;
  auto abs_x = fabs(x);
  auto check
      = check_cl("lub_constrain (OpenCL)", "(ub - lb)", diff, "positive");
 
  matrix_cl<double> res;
  matrix_cl<double> lp_inc;
 
  auto lp_inc_expr = sum_2d(
      select(lb_inf, select(ub_inf, 0.0, x),
             select(ub_inf, x, log(diff) - abs_x - 2.0 * log1p_exp(-abs_x))));
  auto res_expr = select(
      lb_inf, select(ub_inf, x, ub - exp(x)),
      select(ub_inf, exp(x) + lb, elt_multiply(diff, inv_logit(x)) + lb));
 
  results(check, res, lp_inc) = expressions(diff > 0.0, res_expr, lp_inc_expr);
 
  lp += sum(from_matrix_cl(lp_inc));
 
  return res;
}
 
}  // namespace math
}  // namespace stan
#endif
#endif