Automatic Differentiation
 
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exponential_lpdf.hpp
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1#ifndef STAN_MATH_OPENCL_PRIM_EXPONENTIAL_LPDF_HPP
2#define STAN_MATH_OPENCL_PRIM_EXPONENTIAL_LPDF_HPP
3#ifdef STAN_OPENCL
4
13
14namespace stan {
15namespace math {
16
43template <bool propto, typename T_y_cl, typename T_inv_scale_cl,
45 T_y_cl, T_inv_scale_cl>* = nullptr,
46 require_any_not_stan_scalar_t<T_y_cl, T_inv_scale_cl>* = nullptr>
48 const T_y_cl& y, const T_inv_scale_cl& beta) {
49 using std::isfinite;
50 static constexpr const char* function = "exponential_lpdf(OpenCL)";
51 using T_partials_return = partials_return_t<T_y_cl, T_inv_scale_cl>;
52
53 check_consistent_sizes(function, "Random variable", y,
54 "Inverse scale parameter", beta);
55 const size_t N = max_size(y, beta);
56 if (N == 0) {
57 return 0.0;
58 }
60 return 0.0;
61 }
62
63 const auto& y_col = as_column_vector_or_scalar(y);
64 const auto& beta_col = as_column_vector_or_scalar(beta);
65
66 const auto& y_val = value_of(y_col);
67 const auto& beta_val = value_of(beta_col);
68
69 auto ops_partials = make_partials_propagator(y_col, beta_col);
70
71 auto check_y_nonnegative
72 = check_cl(function, "Random variable", y_val, "nonnegative");
73 auto y_nonnegative_expr = y_val >= 0;
74 auto check_beta_pos_finite = check_cl(function, "Inverse scale parameter",
75 beta_val, "positive finite");
76 auto beta_pos_finite_expr = beta_val > 0 && isfinite(beta_val);
77
78 auto logp1_expr
79 = static_select<include_summand<propto, T_inv_scale_cl>::value>(
80 log(beta_val), 0);
81 auto logp_expr = colwise_sum(
83 logp1_expr - elt_multiply(beta_val, y_val), logp1_expr));
84
85 auto y_deriv_expr = elt_multiply(beta_val, constant(-1.0, N, 1));
86 auto beta_deriv_expr = elt_divide(1.0, beta_val) - y_val;
87
88 matrix_cl<double> logp_cl;
89 matrix_cl<double> y_deriv_cl;
90 matrix_cl<double> beta_deriv_cl;
91
92 results(check_y_nonnegative, check_beta_pos_finite, logp_cl, y_deriv_cl,
93 beta_deriv_cl)
95 y_nonnegative_expr, beta_pos_finite_expr, logp_expr,
96 calc_if<!is_constant<T_y_cl>::value>(y_deriv_expr),
98
99 T_partials_return logp = sum(from_matrix_cl(logp_cl));
100
102 partials<0>(ops_partials) = std::move(y_deriv_cl);
103 }
105 partials<1>(ops_partials) = std::move(beta_deriv_cl);
106 }
107
108 return ops_partials.build(logp);
109}
110
111} // namespace math
112} // namespace stan
113#endif
114#endif
Represents an arithmetic matrix on the OpenCL device.
Definition matrix_cl.hpp:47
elt_multiply_< as_operation_cl_t< T_a >, as_operation_cl_t< T_b > > elt_multiply(T_a &&a, T_b &&b)
isfinite_< as_operation_cl_t< T > > isfinite(T &&a)
auto check_cl(const char *function, const char *var_name, T &&y, const char *must_be)
Constructs a check on opencl matrix or expression.
Definition check_cl.hpp:219
results_cl< T_results... > results(T_results &&... results)
Deduces types for constructing results_cl object.
auto as_column_vector_or_scalar(T &&a)
as_column_vector_or_scalar of a kernel generator expression.
elt_divide_< as_operation_cl_t< T_a >, as_operation_cl_t< T_b > > elt_divide(T_a &&a, T_b &&b)
auto constant(const T a, int rows, int cols)
Matrix of repeated values in kernel generator expressions.
Definition constant.hpp:130
calc_if_< true, as_operation_cl_t< T > > calc_if(T &&a)
Definition calc_if.hpp:121
auto colwise_sum(T &&a)
Column wise sum - reduction of a kernel generator expression.
expressions_cl< T_expressions... > expressions(T_expressions &&... expressions)
Deduces types for constructing expressions_cl object.
return_type_t< T_y_cl, T_inv_scale_cl > exponential_lpdf(const T_y_cl &y, const T_inv_scale_cl &beta)
The log of an exponential density for y with the specified inverse scale parameter.
auto from_matrix_cl(const T &src)
Copies the source matrix that is stored on the OpenCL device to the destination Eigen matrix.
Definition copy.hpp:61
require_all_t< is_prim_or_rev_kernel_expression< std::decay_t< Types > >... > require_all_prim_or_rev_kernel_expression_t
Require type satisfies is_prim_or_rev_kernel_expression.
typename return_type< Ts... >::type return_type_t
Convenience type for the return type of the specified template parameters.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition value_of.hpp:18
fvar< T > log(const fvar< T > &x)
Definition log.hpp:18
T1 static_select(T1 &&a, T2 &&b)
Returns one of the arguments that can be of different type, depending on the compile time condition.
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
auto sum(const std::vector< T > &m)
Return the sum of the entries of the specified standard vector.
Definition sum.hpp:23
int64_t max_size(const T1 &x1, const Ts &... xs)
Calculate the size of the largest input.
Definition max_size.hpp:20
fvar< T > beta(const fvar< T > &x1, const fvar< T > &x2)
Return fvar with the beta function applied to the specified arguments and its gradient.
Definition beta.hpp:51
auto make_partials_propagator(Ops &&... ops)
Construct an partials_propagator.
typename partials_return_type< Args... >::type partials_return_t
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...
Metaprogramming struct to detect whether a given type is constant in the mathematical sense (not the ...
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...