Automatic Differentiation
 
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lbeta.hpp
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1#ifndef STAN_MATH_OPENCL_REV_LBETA_HPP
2#define STAN_MATH_OPENCL_REV_LBETA_HPP
3#ifdef STAN_OPENCL
4
14
15namespace stan {
16namespace math {
17
28template <typename T_a, typename T_b,
29 require_all_prim_or_rev_kernel_expression_t<T_a, T_b>* = nullptr,
30 require_any_var_t<T_a, T_b>* = nullptr,
31 require_any_not_stan_scalar_t<T_a, T_b>* = nullptr>
32inline auto lbeta(T_a&& a, T_b&& b) {
33 arena_t<T_a> a_arena = std::forward<T_a>(a);
34 arena_t<T_b> b_arena = std::forward<T_b>(b);
35
36 return make_callback_var(
37 lbeta(value_of(a_arena), value_of(b_arena)),
38 [a_arena, b_arena](vari_value<matrix_cl<double>>& res) mutable {
39 auto digamma_ab = digamma(value_of(a_arena) + value_of(b_arena));
40 adjoint_results(a_arena, b_arena) += expressions(
41 elt_multiply(res.adj(), digamma(value_of(a_arena)) - digamma_ab),
42 elt_multiply(res.adj(), digamma(value_of(b_arena)) - digamma_ab));
43 });
44}
45
46} // namespace math
47} // namespace stan
48
49#endif
50#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)
expressions_cl< T_expressions... > expressions(T_expressions &&... expressions)
Deduces types for constructing expressions_cl object.
adjoint_results_cl< T_results... > adjoint_results(T_results &&... results)
Deduces types for constructing adjoint_results_cl object.
var_value< plain_type_t< T > > make_callback_var(T &&value, F &&functor)
Creates a new var initialized with a callback_vari with a given value and reverse-pass callback funct...
fvar< T > lbeta(const fvar< T > &x1, const fvar< T > &x2)
Definition lbeta.hpp:14
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition value_of.hpp:18
fvar< T > digamma(const fvar< T > &x)
Return the derivative of the log gamma function at the specified argument.
Definition digamma.hpp:23
typename internal::arena_type_impl< std::decay_t< T > >::type arena_t
Determines a type that can be used in place of T that does any dynamic allocations on the AD stack.
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...