Automatic Differentiation
 
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exponential_lcdf.hpp
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1#ifndef STAN_MATH_OPENCL_PRIM_EXPONENTIAL_LCDF_HPP
2#define STAN_MATH_OPENCL_PRIM_EXPONENTIAL_LCDF_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_lcdf(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 0.0;
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 lcdf_expr = colwise_sum(log1m(exp_val));
62
63 auto rep_deriv = elt_divide(exp_val, 1.0 - exp_val);
64 auto y_deriv = elt_multiply(beta_val, rep_deriv);
65 auto beta_deriv = elt_multiply(y_val, rep_deriv);
66
67 matrix_cl<double> lcdf_cl;
68 matrix_cl<double> y_deriv_cl;
69 matrix_cl<double> beta_deriv_cl;
70
71 results(check_y_nonnegative, check_beta_positive_finite, lcdf_cl, y_deriv_cl,
72 beta_deriv_cl)
73 = expressions(y_nonnegative_expr, beta_positive_finite_expr, lcdf_expr,
76
77 T_partials_return lcdf = (from_matrix_cl(lcdf_cl)).sum();
78
79 auto ops_partials = make_partials_propagator(y_col, beta_col);
80
82 partials<0>(ops_partials) = std::move(y_deriv);
83 }
85 partials<1>(ops_partials) = std::move(beta_deriv);
86 }
87 return ops_partials.build(lcdf);
88}
89
90} // namespace math
91} // namespace stan
92#endif
93#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.
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
auto colwise_sum(T &&a)
Column wise sum - reduction of a kernel generator expression.
expressions_cl< T_expressions... > expressions(T_expressions &&... expressions)
Deduces types for constructing expressions_cl object.
return_type_t< T_y_cl, T_inv_scale_cl > exponential_lcdf(const T_y_cl &y, const T_inv_scale_cl &beta)
Calculates the log exponential cumulative distribution function for the given y and beta.
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
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.
size_t max_size(const T1 &x1, const Ts &... xs)
Calculate the size of the largest input.
Definition max_size.hpp:19
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition value_of.hpp:18
void check_consistent_sizes(const char *)
Trivial no input case, this function is a no-op.
fvar< T > sum(const std::vector< fvar< T > > &m)
Return the sum of the entries of the specified standard vector.
Definition sum.hpp:22
fvar< T > log1m(const fvar< T > &x)
Definition log1m.hpp:12
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 ...
Definition fvar.hpp:9
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 ...