gp_exp_quad_cov.hpp

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#ifndef STAN_MATH_OPENCL_PRIM_GP_EXP_QUAD_COV_HPP
#define STAN_MATH_OPENCL_PRIM_GP_EXP_QUAD_COV_HPP
#ifdef STAN_OPENCL
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/fun/square.hpp>
#include <stan/math/opencl/matrix_cl.hpp>
#include <stan/math/opencl/kernels/gp_exp_quad_cov.hpp>
#include <stan/math/opencl/err.hpp>
#include <CL/opencl.hpp>
 
namespace stan {
namespace math {
template <typename T1, typename T2, typename T3,
          typename = require_all_arithmetic_t<T1, T2, T3>>
inline matrix_cl<return_type_t<T1, T2, T3>> gp_exp_quad_cov(
    const matrix_cl<T1>& x, const T2 sigma, const T3 length_scale) {
  matrix_cl<return_type_t<T1, T2, T3>> res(x.cols(), x.cols());
  try {
    opencl_kernels::gp_exp_quad_cov(cl::NDRange(x.cols(), x.cols()), x, res,
                                    sigma * sigma, -0.5 / square(length_scale),
                                    x.cols(), x.rows());
  } catch (const cl::Error& e) {
    check_opencl_error("gp_exp_quad_cov", e);
  }
  return res;
}
 
template <typename T1, typename T2, typename T3, typename T4,
          typename = require_all_arithmetic_t<T1, T2, T3, T4>>
inline matrix_cl<return_type_t<T1, T2, T3, T4>> gp_exp_quad_cov(
    const matrix_cl<T1>& x, const matrix_cl<T2>& y, const T3 sigma,
    const T4 length_scale) {
  check_size_match("gp_exp_quad_cov_cross", "x", x.rows(), "y", y.rows());
  matrix_cl<return_type_t<T1, T2, T3, T4>> res(x.cols(), y.cols());
  try {
    opencl_kernels::gp_exp_quad_cov_cross(
        cl::NDRange(x.cols(), y.cols()), x, y, res, sigma * sigma,
        -0.5 / square(length_scale), x.cols(), y.cols(), x.rows());
  } catch (const cl::Error& e) {
    check_opencl_error("gp_exp_quad_cov_cross", e);
  }
  return res;
}
 
}  // namespace math
}  // namespace stan
 
#endif
#endif