Automatic Differentiation
 
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rows_dot_self.hpp
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1#ifndef STAN_MATH_REV_FUN_ROWS_DOT_SELF_HPP
2#define STAN_MATH_REV_FUN_ROWS_DOT_SELF_HPP
3
10
11namespace stan {
12namespace math {
13
20template <typename Mat, require_eigen_vt<is_var, Mat>* = nullptr>
21inline Eigen::Matrix<var, Mat::RowsAtCompileTime, 1> rows_dot_self(
22 const Mat& x) {
23 Eigen::Matrix<var, Mat::RowsAtCompileTime, 1> ret(x.rows());
24 for (size_type i = 0; i < x.rows(); i++) {
25 ret(i) = dot_self(x.row(i));
26 }
27 return ret;
28}
29
36template <typename Mat, require_var_matrix_t<Mat>* = nullptr>
37inline auto rows_dot_self(const Mat& x) {
38 using ret_type = var_value<Eigen::VectorXd>;
39 arena_t<ret_type> res = x.val().rowwise().squaredNorm();
40 if (x.size() >= 0) {
41 reverse_pass_callback([res, x]() mutable {
42 x.adj() += (2 * res.adj()).asDiagonal() * x.val();
43 });
44 }
45 return res;
46}
47
48} // namespace math
49} // namespace stan
50#endif
auto rows_dot_self(T_a &&a)
Returns the dot product of each row of a matrix with itself.
void reverse_pass_callback(F &&functor)
Puts a callback on the autodiff stack to be called in reverse pass.
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >::Index size_type
Type for sizes and indexes in an Eigen matrix with double elements.
Definition typedefs.hpp:11
auto dot_self(const T &a)
Returns squared norm of a vector or matrix.
Definition dot_self.hpp:21
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 ...