stan::math::ScopedChainableStack Class Reference

Detailed Description

The AD tape of reverse mode AD is by default stored globally within the process (or thread).

With the ScopedChainableStack class one may execute a nullary functor with reference to an AD tape which is stored with the instance of ScopedChainableStack. Example:

ScopedChainableStack scoped_stack;

double cgrad_a = scoped_stack.execute([] { var a = 2.0; var b = 4.0; var c = a*a + b; c.grad(); return a.adj(); });

Doing so will not interfere with the process (or thread) AD tape.

Definition at line 31 of file scoped_chainablestack.hpp.

#include <scoped_chainablestack.hpp>

Classes
struct	activate_scope

Public Member Functions
	ScopedChainableStack ()=default
template<typename F , typename... Args>
decltype(auto)	execute (F &&f, Args &&... args)
	Execute in the current thread a function and write the AD tape to local_stack_ of this instance.
	ScopedChainableStack (const ScopedChainableStack &)=delete
ScopedChainableStack &	operator= (const ScopedChainableStack &)=delete

Private Attributes
ChainableStack::AutodiffStackStorage	local_stack_
std::mutex	local_stack_mutex_

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The documentation for this class was generated from the following file:

• stan/math/rev/core/scoped_chainablestack.hpp