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exponential_cdf.hpp
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1#ifndef STAN_MATH_OPENCL_PRIM_EXPONENTIAL_CDF_HPP
2#define STAN_MATH_OPENCL_PRIM_EXPONENTIAL_CDF_HPP
3#ifdef STAN_OPENCL
4
12
13namespace stan {
14namespace math {
15
29template <typename T_y_cl, typename T_inv_scale_cl,
31 T_y_cl, T_inv_scale_cl>* = nullptr,
32 require_any_not_stan_scalar_t<T_y_cl, T_inv_scale_cl>* = nullptr>
34 const T_y_cl& y, const T_inv_scale_cl& beta) {
35 static constexpr const char* function = "exponential_cdf(OpenCL)";
36 using T_partials_return = partials_return_t<T_y_cl, T_inv_scale_cl>;
37 using std::isfinite;
38 using std::isnan;
39
40 check_consistent_sizes(function, "Random variable", y,
41 "Inverse scale parameter", beta);
42 const size_t N = max_size(y, beta);
43 if (N == 0) {
44 return 1.0;
45 }
46
47 const auto& y_col = as_column_vector_or_scalar(y);
48 const auto& beta_col = as_column_vector_or_scalar(beta);
49
50 const auto& y_val = value_of(y_col);
51 const auto& beta_val = value_of(beta_col);
52
53 auto check_y_nonnegative
54 = check_cl(function, "Random variable", y_val, "nonnegative");
55 auto y_nonnegative_expr = y_val >= 0.0;
56 auto check_beta_positive_finite = check_cl(
57 function, "Inverse scale parameter", beta_val, "positive finite");
58 auto beta_positive_finite_expr = 0.0 < beta_val && isfinite(beta_val);
59
60 auto exp_val = exp(elt_multiply(-beta_val, y_val));
61 auto one_m_exp = 1.0 - exp_val;
62 auto cdf_expr = colwise_prod(one_m_exp);
63 auto rep_deriv1 = elt_divide(exp_val, one_m_exp);
64
65 matrix_cl<double> cdf_cl;
66 matrix_cl<double> y_deriv_cl;
67 matrix_cl<double> beta_deriv_cl;
68
69 results(check_y_nonnegative, check_beta_positive_finite, cdf_cl,
70 beta_deriv_cl)
72 y_nonnegative_expr, beta_positive_finite_expr, cdf_expr,
74
75 T_partials_return cdf = (from_matrix_cl(cdf_cl)).prod();
76
77 auto rep_deriv2 = beta_deriv_cl * cdf;
78 auto y_deriv = elt_multiply(
79 static_select<is_constant<T_y_cl>::value>(0, beta_val), rep_deriv2);
80 auto beta_deriv = elt_multiply(
82
83 results(y_deriv_cl, beta_deriv_cl)
86
87 auto ops_partials = make_partials_propagator(y_col, beta_col);
88
90 partials<0>(ops_partials) = std::move(y_deriv_cl);
91 }
93 partials<1>(ops_partials) = std::move(beta_deriv_cl);
94 }
95 return ops_partials.build(cdf);
96}
97
98} // namespace math
99} // namespace stan
100#endif
101#endif
Represents an arithmetic matrix on the OpenCL device.
Definition matrix_cl.hpp:47
elt_multiply_< as_operation_cl_t< T_a >, as_operation_cl_t< T_b > > elt_multiply(T_a &&a, T_b &&b)
isfinite_< as_operation_cl_t< T > > isfinite(T &&a)
auto check_cl(const char *function, const char *var_name, T &&y, const char *must_be)
Constructs a check on opencl matrix or expression.
Definition check_cl.hpp:219
results_cl< T_results... > results(T_results &&... results)
Deduces types for constructing results_cl object.
auto as_column_vector_or_scalar(T &&a)
as_column_vector_or_scalar of a kernel generator expression.
auto colwise_prod(T &&a)
Column wise product - reduction of a kernel generator expression.
elt_divide_< as_operation_cl_t< T_a >, as_operation_cl_t< T_b > > elt_divide(T_a &&a, T_b &&b)
calc_if_< true, as_operation_cl_t< T > > calc_if(T &&a)
Definition calc_if.hpp:121
expressions_cl< T_expressions... > expressions(T_expressions &&... expressions)
Deduces types for constructing expressions_cl object.
auto from_matrix_cl(const T &src)
Copies the source matrix that is stored on the OpenCL device to the destination Eigen matrix.
Definition copy.hpp:61
return_type_t< T_y_cl, T_inv_scale_cl > exponential_cdf(const T_y_cl &y, const T_inv_scale_cl &beta)
Calculates the exponential cumulative distribution function for the given y and beta.
require_all_t< is_prim_or_rev_kernel_expression< std::decay_t< Types > >... > require_all_prim_or_rev_kernel_expression_t
Require type satisfies is_prim_or_rev_kernel_expression.
typename return_type< Ts... >::type return_type_t
Convenience type for the return type of the specified template parameters.
value_type_t< T > prod(const T &m)
Calculates product of given kernel generator expression elements.
Definition prod.hpp:21
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition value_of.hpp:18
T1 static_select(T1 &&a, T2 &&b)
Returns one of the arguments that can be of different type, depending on the compile time condition.
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
int64_t max_size(const T1 &x1, const Ts &... xs)
Calculate the size of the largest input.
Definition max_size.hpp:20
fvar< T > beta(const fvar< T > &x1, const fvar< T > &x2)
Return fvar with the beta function applied to the specified arguments and its gradient.
Definition beta.hpp:51
auto make_partials_propagator(Ops &&... ops)
Construct an partials_propagator.
fvar< T > exp(const fvar< T > &x)
Definition exp.hpp:13
typename partials_return_type< Args... >::type partials_return_t
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...
bool isnan(const stan::math::var &a)
Checks if the given number is NaN.
Definition std_isnan.hpp:18
Metaprogramming struct to detect whether a given type is constant in the mathematical sense (not the ...
Extends std::true_type when instantiated with zero or more template parameters, all of which extend t...