Automatic Differentiation
 
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uniform_lpdf.hpp
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1#ifndef STAN_MATH_OPENCL_PRIM_UNIFORM_LPDF_HPP
2#define STAN_MATH_OPENCL_PRIM_UNIFORM_LPDF_HPP
3#ifdef STAN_OPENCL
4
12
13namespace stan {
14namespace math {
15
38template <bool propto, typename T_y_cl, typename T_low_cl, typename T_high_cl,
40 T_high_cl>* = nullptr,
41 require_any_not_stan_scalar_t<T_y_cl, T_low_cl, T_high_cl>* = nullptr>
43 const T_y_cl& y, const T_low_cl& alpha, const T_high_cl& beta) {
44 static constexpr const char* function = "uniform_lpdf(OpenCL)";
45 using T_partials_return = partials_return_t<T_y_cl, T_low_cl, T_high_cl>;
46 using std::isfinite;
47 using std::isnan;
48
49 check_consistent_sizes(function, "Random variable", y,
50 "Lower bound parameter", alpha,
51 "Upper bound parameter", beta);
52 const size_t N = max_size(y, alpha, beta);
53 if (N == 0) {
54 return 0.0;
55 }
57 return 0.0;
58 }
59
60 const auto& y_col = as_column_vector_or_scalar(y);
61 const auto& alpha_col = as_column_vector_or_scalar(alpha);
62 const auto& beta_col = as_column_vector_or_scalar(beta);
63
64 const auto& y_val = value_of(y_col);
65 const auto& alpha_val = value_of(alpha_col);
66 const auto& beta_val = value_of(beta_col);
67
68 auto check_y_not_nan
69 = check_cl(function, "Random variable", y_val, "not NaN");
70 auto y_not_nan = !isnan(y_val);
71 auto check_alpha_finite
72 = check_cl(function, "Lower bound parameter", alpha_val, "finite");
73 auto alpha_finite = isfinite(alpha_val);
74 auto check_beta_finite
75 = check_cl(function, "Upper bound parameter", beta_val, "finite");
76 auto beta_finite = isfinite(beta_val);
77
78 auto diff = beta_val - alpha_val;
79
80 auto check_diff_positive = check_cl(
81 function, "Difference between upper and lower bound", diff, "positive");
82 auto diff_positive = diff > 0;
83
84 auto y_out_of_bounds
85 = colwise_max(cast<char>(y_val < alpha_val || beta_val < y_val));
86
87 auto logp_expr = colwise_sum(
89 -log(diff), constant(0.0, N, 1)));
90
91 auto inv_beta_minus_alpha = elt_divide(1.0, diff);
92
93 matrix_cl<char> y_out_of_bounds_cl;
94 matrix_cl<double> logp_cl;
95 matrix_cl<double> alpha_deriv_cl;
96 matrix_cl<double> beta_deriv_cl;
97
98 results(check_y_not_nan, check_alpha_finite, check_beta_finite,
99 check_diff_positive, y_out_of_bounds_cl, logp_cl, alpha_deriv_cl,
100 beta_deriv_cl)
101 = expressions(
102 y_not_nan, alpha_finite, beta_finite, diff_positive, y_out_of_bounds,
103 logp_expr,
104 calc_if<!is_constant<T_low_cl>::value>(inv_beta_minus_alpha),
105 calc_if<!is_constant<T_high_cl>::value>(-inv_beta_minus_alpha));
106
107 if (from_matrix_cl(y_out_of_bounds_cl).any()) {
108 return LOG_ZERO;
109 }
110
111 T_partials_return logp = sum(from_matrix_cl(logp_cl));
112
113 auto ops_partials = make_partials_propagator(y_col, alpha_col, beta_col);
114
116 partials<1>(ops_partials) = std::move(alpha_deriv_cl);
117 }
119 partials<2>(ops_partials) = std::move(beta_deriv_cl);
120 }
121 return ops_partials.build(logp);
122}
123
124} // namespace math
125} // namespace stan
126#endif
127#endif
Represents an arithmetic matrix on the OpenCL device.
Definition matrix_cl.hpp:47
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)
auto constant(const T a, int rows, int cols)
Matrix of repeated values in kernel generator expressions.
Definition constant.hpp:130
auto colwise_max(T &&a)
Column wise max - reduction of a kernel generator expression.
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_low_cl, T_high_cl > uniform_lpdf(const T_y_cl &y, const T_low_cl &alpha, const T_high_cl &beta)
The log of a uniform density for the given y, lower, and upper bound.
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.
static constexpr double LOG_ZERO
The natural logarithm of 0, .
Definition constants.hpp:68
size_t max_size(const T1 &x1, const Ts &... xs)
Calculate the size of the largest input.
Definition max_size.hpp:19
constexpr bool any(T x)
Return true if any values in the input are true.
Definition any.hpp:21
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition value_of.hpp:18
fvar< T > log(const fvar< T > &x)
Definition log.hpp:15
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.
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 > 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.
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 ...
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...