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std_normal_cdf.hpp
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1#ifndef STAN_MATH_OPENCL_PRIM_STD_NORMAL_CDF_HPP
2#define STAN_MATH_OPENCL_PRIM_STD_NORMAL_CDF_HPP
3#ifdef STAN_OPENCL
4
12
13namespace stan {
14namespace math {
15
23template <typename T_y_cl,
24 require_all_prim_or_rev_kernel_expression_t<T_y_cl>* = nullptr,
25 require_any_not_stan_scalar_t<T_y_cl>* = nullptr>
27 static constexpr const char* function = "std_normal_cdf(OpenCL)";
28 using T_partials_return = partials_return_t<T_y_cl>;
29 using std::isfinite;
30 using std::isnan;
31
32 const size_t N = math::size(y);
33 if (N == 0) {
34 return 1.0;
35 }
36
37 const auto& y_col = as_column_vector_or_scalar(y);
38 const auto& y_val = value_of(y_col);
39
40 auto check_y_not_nan
41 = check_cl(function, "Random variable", y_val, "not NaN");
42 auto y_not_nan_expr = !isnan(y_val);
43
44 auto scaled_y = y_val * INV_SQRT_TWO;
45 auto cdf_n
46 = select(y_val < -37.5, 0.0,
47 select(y_val < -5.0, 0.5 * erfc(-scaled_y),
48 select(y_val > 8.25, 1.0, 0.5 * (1.0 + erf(scaled_y)))));
49 auto cdf_expr = colwise_prod(cdf_n);
50 auto y_deriv1
51 = select(y_val < -37.5, 0.0,
52 INV_SQRT_TWO_PI * elt_divide(exp(-square(scaled_y)), cdf_n));
53
54 matrix_cl<double> cdf_cl;
55 matrix_cl<double> y_deriv_cl;
56
57 results(check_y_not_nan, cdf_cl, y_deriv_cl) = expressions(
58 y_not_nan_expr, cdf_expr, calc_if<!is_constant<T_y_cl>::value>(y_deriv1));
59
60 T_partials_return cdf = (from_matrix_cl(cdf_cl)).prod();
61
62 auto ops_partials = make_partials_propagator(y_col);
63
65 partials<0>(ops_partials) = y_deriv_cl * cdf;
66 }
67 return ops_partials.build(cdf);
68}
69
70} // namespace math
71} // namespace stan
72#endif
73#endif
Represents an arithmetic matrix on the OpenCL device.
Definition matrix_cl.hpp:47
select_< as_operation_cl_t< T_condition >, as_operation_cl_t< T_then >, as_operation_cl_t< T_else > > select(T_condition &&condition, T_then &&then, T_else &&els)
Selection operation on kernel generator expressions.
Definition select.hpp:148
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 > std_normal_cdf(const T_y_cl &y)
Returns the standard normal cumulative distribution function.
typename return_type< Ts... >::type return_type_t
Convenience type for the return type of the specified template parameters.
int64_t size(const T &m)
Returns the size (number of the elements) of a matrix_cl or var_value<matrix_cl<T>>.
Definition size.hpp:19
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
fvar< T > erf(const fvar< T > &x)
Definition erf.hpp:15
static constexpr double INV_SQRT_TWO
The value of 1 over the square root of 2, .
static constexpr double INV_SQRT_TWO_PI
The value of 1 over the square root of , .
fvar< T > erfc(const fvar< T > &x)
Definition erfc.hpp:15
auto make_partials_propagator(Ops &&... ops)
Construct an partials_propagator.
fvar< T > square(const fvar< T > &x)
Definition square.hpp:12
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 ...