rayleigh_lcdf.hpp

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#ifndef STAN_MATH_OPENCL_PRIM_RAYLEIGH_LCDF_HPP
#define STAN_MATH_OPENCL_PRIM_RAYLEIGH_LCDF_HPP
#ifdef STAN_OPENCL
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/elt_divide.hpp>
#include <stan/math/prim/fun/elt_multiply.hpp>
#include <stan/math/opencl/kernel_generator.hpp>
#include <stan/math/prim/functor/partials_propagator.hpp>
 
namespace stan {
namespace math {
 
template <
    typename T_y_cl, typename T_scale_cl,
    require_all_prim_or_rev_kernel_expression_t<T_y_cl, T_scale_cl>* = nullptr,
    require_any_not_stan_scalar_t<T_y_cl, T_scale_cl>* = nullptr>
return_type_t<T_y_cl, T_scale_cl> rayleigh_lcdf(const T_y_cl& y,
                                                const T_scale_cl& sigma) {
  static constexpr const char* function = "rayleigh_lcdf(OpenCL)";
  using T_partials_return = partials_return_t<T_y_cl, T_scale_cl>;
  using std::isfinite;
  using std::isnan;
 
  check_consistent_sizes(function, "Random variable", y, "Scale parameter",
                         sigma);
  const size_t N = max_size(y, sigma);
  if (N == 0) {
    return 0.0;
  }
 
  const auto& y_col = as_column_vector_or_scalar(y);
  const auto& sigma_col = as_column_vector_or_scalar(sigma);
 
  const auto& y_val = value_of(y_col);
  const auto& sigma_val = value_of(sigma_col);
 
  auto check_y_nonnegative
      = check_cl(function, "Random variable", y_val, "nonnegative");
  auto y_nonnegative_expr = 0.0 <= y_val;
  auto check_sigma_positive
      = check_cl(function, "Scale parameter", sigma_val, "positive");
  auto sigma_positive_expr = 0 < sigma_val;
 
  auto inv_sigma = elt_divide(1.0, sigma_val);
  auto y_div_sigma_square = elt_multiply(y_val, square(inv_sigma));
  auto exp_val = exp(elt_multiply(-0.5 * y_val, y_div_sigma_square));
  auto lcdf_expr = colwise_sum(log1m(exp_val));
 
  auto y_deriv
      = elt_divide(elt_multiply(y_div_sigma_square, exp_val), 1.0 - exp_val);
  auto sigma_deriv = elt_multiply(elt_multiply(y_val, -inv_sigma), y_deriv);
 
  matrix_cl<double> lcdf_cl;
  matrix_cl<double> y_deriv_cl;
  matrix_cl<double> sigma_deriv_cl;
 
  results(check_y_nonnegative, check_sigma_positive, lcdf_cl, y_deriv_cl,
          sigma_deriv_cl)
      = expressions(y_nonnegative_expr, sigma_positive_expr, lcdf_expr,
                    calc_if<!is_constant<T_y_cl>::value>(y_deriv),
                    calc_if<!is_constant<T_scale_cl>::value>(sigma_deriv));
 
  T_partials_return lcdf = from_matrix_cl(lcdf_cl).sum();
 
  auto ops_partials = make_partials_propagator(y_col, sigma_col);
 
  if (!is_constant<T_y_cl>::value) {
    partials<0>(ops_partials) = std::move(y_deriv_cl);
  }
  if (!is_constant<T_scale_cl>::value) {
    partials<1>(ops_partials) = std::move(sigma_deriv_cl);
  }
 
  return ops_partials.build(lcdf);
}
 
}  // namespace math
}  // namespace stan
#endif
#endif