stan::math::cvodes_integrator_adjoint_vari< F, T_y0, T_t0, T_ts, T_Args > Class Template Reference

Detailed Description

template<typename F, typename T_y0, typename T_t0, typename T_ts, typename... T_Args>
class stan::math::cvodes_integrator_adjoint_vari< F, T_y0, T_t0, T_ts, T_Args >

Integrator interface for CVODES' adjoint ODE solvers (Adams & BDF methods).

Template Parameters

F	Type of ODE right hand side
T_y0	Type of scalars for initial state
T_t0	Type of initial time
T_ts	Type of time-points where ODE solution is returned
T_Args	Types of pass-through parameters

Definition at line 37 of file cvodes_integrator_adjoint.hpp.

#include <cvodes_integrator_adjoint.hpp>

Inheritance diagram for stan::math::cvodes_integrator_adjoint_vari< F, T_y0, T_t0, T_ts, T_Args >:

Classes
struct	cvodes_solver
	Since the CVODES solver manages memory with malloc calls, these resources must be freed using a destructor call (which is not being called for the vari class). More...

Public Member Functions
template<typename FF , require_eigen_col_vector_t< T_y0 > * = nullptr>
	cvodes_integrator_adjoint_vari (const char *function_name, FF &&f, const T_y0 &y0, const T_t0 &t0, const std::vector< T_ts > &ts, double relative_tolerance_forward, const Eigen::VectorXd &absolute_tolerance_forward, double relative_tolerance_backward, const Eigen::VectorXd &absolute_tolerance_backward, double relative_tolerance_quadrature, double absolute_tolerance_quadrature, long int max_num_steps, long int num_steps_between_checkpoints, int interpolation_polynomial, int solver_forward, int solver_backward, std::ostream *msgs, const T_Args &... args)
	Construct cvodes_integrator object.
std::vector< Eigen::Matrix< T_Return, Eigen::Dynamic, 1 > >	solution () noexcept
	Obtain solution of ODE.
void	set_zero_adjoint () final
	No-op for setting adjoints since this class does not own any adjoints.
void	chain () final
	Apply the chain rule to this variable based on the variables on which it depends.

Static Public Member Functions
static void *	operator new (size_t nbytes) noexcept
	Allocate memory from the underlying memory pool.
static void	operator delete (void *) noexcept
	Delete a pointer from the underlying memory pool.

Private Types
using	T_Return = return_type_t< T_y0, T_t0, T_ts, T_Args... >
using	T_y0_t0 = return_type_t< T_y0, T_t0 >

Private Member Functions
void	store_state (std::size_t n, const Eigen::VectorXd &state, Eigen::Matrix< var, Eigen::Dynamic, 1 > &state_return)
	Overloads which setup the states returned from the forward solve.
void	store_state (std::size_t n, const Eigen::VectorXd &state, Eigen::Matrix< double, Eigen::Dynamic, 1 > &state_return)
template<typename yT , typename... ArgsT>
constexpr auto	rhs (double t, const yT &y, const std::tuple< ArgsT... > &args_tuple) const
	Call the ODE RHS with given tuple.
int	rhs (double t, const double *y, double *&dy_dt) const
	Calculates the ODE RHS, dy_dt, using the user-supplied functor at the given time t and state y.
int	rhs_adj (double t, N_Vector y, N_Vector yB, N_Vector yBdot) const
int	quad_rhs_adj (double t, N_Vector y, N_Vector yB, N_Vector qBdot)
int	jacobian_rhs_states (double t, N_Vector y, SUNMatrix J) const
	Calculates the jacobian of the ODE RHS wrt to its states y at the given time-point t and state y.
int	jacobian_rhs_adj_states (double t, N_Vector y, SUNMatrix J) const

Static Private Member Functions
static constexpr cvodes_integrator_adjoint_vari *	cast_to_self (void *mem)
	Utility to cast user memory pointer passed in from CVODES to actual typed object pointer.
static constexpr int	cv_rhs (realtype t, N_Vector y, N_Vector ydot, void *user_data)
	Implements the function of type CVRhsFn which is the user-defined ODE RHS passed to CVODES.
static constexpr int	cv_rhs_adj (realtype t, N_Vector y, N_Vector yB, N_Vector yBdot, void *user_data)
	Implements the function of type CVRhsFnB which is the RHS of the backward ODE system.
static constexpr int	cv_quad_rhs_adj (realtype t, N_Vector y, N_Vector yB, N_Vector qBdot, void *user_data)
	Implements the function of type CVQuadRhsFnB which is the RHS of the backward ODE system's quadrature.
static constexpr int	cv_jacobian_rhs_states (realtype t, N_Vector y, N_Vector fy, SUNMatrix J, void *user_data, N_Vector tmp1, N_Vector tmp2, N_Vector tmp3)
	Implements the function of type CVDlsJacFn which is the user-defined callback for CVODES to calculate the jacobian of the ode_rhs wrt to the states y.
static constexpr int	cv_jacobian_rhs_adj_states (realtype t, N_Vector y, N_Vector yB, N_Vector fyB, SUNMatrix J, void *user_data, N_Vector tmp1, N_Vector tmp2, N_Vector tmp3)
	Implements the CVLsJacFnB function for evaluating the jacobian of the adjoint problem wrt to the backward states.

Private Attributes
const size_t	num_args_vars_
const double	relative_tolerance_forward_
const double	relative_tolerance_backward_
const double	relative_tolerance_quadrature_
const double	absolute_tolerance_quadrature_
const long int	max_num_steps_
const long int	num_steps_between_checkpoints_
const size_t	N_
std::ostream *	msgs_
vari **	y_return_varis_
vari **	args_varis_
const int	interpolation_polynomial_
const int	solver_forward_
const int	solver_backward_
int	index_backward_
bool	backward_is_initialized_ {false}
cvodes_solver *	solver_ {nullptr}

Static Private Attributes
static constexpr bool	is_var_ts_ {is_var<T_ts>::value}
static constexpr bool	is_var_t0_ {is_var<T_t0>::value}
static constexpr bool	is_var_y0_ {is_var<T_y0>::value}
static constexpr bool	is_var_y0_t0_ {is_var<T_y0_t0>::value}
static constexpr bool	is_any_var_args_
static constexpr bool	is_var_return_ {is_var<T_Return>::value}
static constexpr bool	is_var_only_ts_

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

• stan/math/rev/functor/cvodes_integrator_adjoint.hpp