Automatic Differentiation
 
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log_determinant.hpp
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1#ifndef STAN_MATH_REV_FUN_LOG_DETERMINANT_HPP
2#define STAN_MATH_REV_FUN_LOG_DETERMINANT_HPP
3
10
11namespace stan {
12namespace math {
13
14template <typename T, require_rev_matrix_t<T>* = nullptr>
15inline var log_determinant(const T& m) {
16 check_square("log_determinant", "m", m);
17
18 if (m.size() == 0) {
19 return var(0.0);
20 }
21
22 arena_t<T> arena_m = m;
23 auto m_hh = arena_m.val().colPivHouseholderQr();
24 auto arena_m_inv_transpose = to_arena(m_hh.inverse().transpose());
25 var log_det = m_hh.logAbsDeterminant();
26
27 reverse_pass_callback([arena_m, log_det, arena_m_inv_transpose]() mutable {
28 arena_m.adj() += log_det.adj() * arena_m_inv_transpose;
29 });
30 return log_det;
31}
32
33} // namespace math
34} // namespace stan
35#endif
void check_square(const char *function, const char *name, const T_y &y)
Check if the specified matrix is square.
value_type_t< EigMat > log_determinant(const EigMat &m)
Returns the log absolute determinant of the specified square matrix.
void reverse_pass_callback(F &&functor)
Puts a callback on the autodiff stack to be called in reverse pass.
arena_t< T > to_arena(const T &a)
Converts given argument into a type that either has any dynamic allocation on AD stack or schedules i...
Definition to_arena.hpp:25
var_value< double > var
Definition var.hpp:1187
typename internal::arena_type_impl< std::decay_t< T > >::type arena_t
Determines a type that can be used in place of T that does any dynamic allocations on the AD stack.
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...