add_diag.hpp

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#ifndef STAN_MATH_OPENCL_REV_ADD_DIAG_HPP
#define STAN_MATH_OPENCL_REV_ADD_DIAG_HPP
#ifdef STAN_OPENCL
#include <stan/math/opencl/kernel_generator.hpp>
#include <stan/math/opencl/prim/add_diag.hpp>
#include <stan/math/opencl/prim/sum.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/rev/fun/adjoint_of.hpp>
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
 
namespace stan {
namespace math {
 
template <typename T_m, typename T_a,
          require_all_nonscalar_prim_or_rev_kernel_expression_t<T_m>* = nullptr,
          require_all_prim_or_rev_kernel_expression_t<T_a>* = nullptr,
          require_any_var_t<T_m, T_a>* = nullptr>
inline auto add_diag(const T_m& mat, const T_a& to_add) {
  const arena_t<T_m>& mat_arena = mat;
  const arena_t<T_a>& to_add_arena = to_add;
 
  var_value<matrix_cl<double>> res = add_diag(value_of(mat), value_of(to_add));
 
  reverse_pass_callback([mat_arena, to_add_arena, res]() mutable {
    if (!is_constant<T_m>::value) {
      adjoint_of(mat_arena) += res.adj();
    }
    if (!is_constant<T_a>::value) {
      if (!is_stan_scalar<T_a>::value) {
        auto& to_add_adj
            = forward_as<var_value<matrix_cl<double>>>(to_add_arena).adj();
        to_add_adj += diagonal(res.adj());
      } else {
        auto& to_add_adj = forward_as<var_value<double>>(to_add_arena).adj();
        to_add_adj += to_add_adj + sum(diagonal(res.adj()));
      }
    }
  });
  return res;
}
}  // namespace math
}  // namespace stan
 
#endif
#endif