Stan Math Library
4.9.0
Automatic Differentiation
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Return the absolute value of the variable (cmath).
Choosing an arbitrary value at the non-differentiable point 0,
\(\frac{d}{dx}|x| = \mbox{sgn}(x)\).
where \(\mbox{sgn}(x)\) is the signum function, taking values -1 if \(x < 0\), 0 if \(x == 0\), and 1 if \(x == 1\).
The function abs()
provides the same behavior, with abs()
defined in stdlib.h and fabs()
defined in cmath
. The derivative is 0 if the input is 0.
Returns std::numeric_limits<double>::quiet_NaN() for NaN inputs.
\[ \mbox{fabs}(x) = \begin{cases} |x| & \mbox{if } -\infty\leq x\leq \infty \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]
\[ \frac{\partial\, \mbox{fabs}(x)}{\partial x} = \begin{cases} -1 & \mbox{if } x < 0 \\ 0 & \mbox{if } x = 0 \\ 1 & \mbox{if } x > 0 \\[6pt] \textrm{NaN} & \mbox{if } x = \textrm{NaN} \end{cases} \]
a | Input variable. |