Automatic Differentiation
 
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lmultiply.hpp
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1#ifndef STAN_MATH_OPENCL_REV_LMULTIPLY_HPP
2#define STAN_MATH_OPENCL_REV_LMULTIPLY_HPP
3#ifdef STAN_OPENCL
4
10
11namespace stan {
12namespace math {
13
24template <typename T_a, typename T_b,
25 require_all_prim_or_rev_kernel_expression_t<T_a, T_b>* = nullptr,
26 require_any_var_t<T_a, T_b>* = nullptr,
27 require_any_not_stan_scalar_t<T_a, T_b>* = nullptr>
28inline var_value<matrix_cl<double>> lmultiply(T_a&& a, T_b&& b) {
29 arena_t<T_a> a_arena = std::forward<T_a>(a);
30 arena_t<T_b> b_arena = std::forward<T_b>(b);
31
32 return make_callback_var(
33 lmultiply(value_of(a_arena), value_of(b_arena)),
34 [a_arena, b_arena](const vari_value<matrix_cl<double>>& res) mutable {
35 adjoint_results(a_arena, b_arena) += expressions(
36 elt_multiply(res.adj(), log(value_of(b_arena))),
37 elt_multiply(res.adj(),
38 elt_divide(value_of(a_arena), value_of(b_arena))));
39 });
40}
41
42} // namespace math
43} // namespace stan
44
45#endif
46#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)
elt_divide_< as_operation_cl_t< T_a >, as_operation_cl_t< T_b > > elt_divide(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...
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
fvar< T > lmultiply(const fvar< T > &x1, const fvar< T > &x2)
Definition lmultiply.hpp:13
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 ...