Automatic Differentiation
 
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log_sum_exp.hpp
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1#ifndef STAN_MATH_OPENCL_REV_LOG_SUM_EXP_HPP
2#define STAN_MATH_OPENCL_REV_LOG_SUM_EXP_HPP
3#ifdef STAN_OPENCL
4
9
10namespace stan {
11namespace math {
12
22template <typename T,
23 require_all_kernel_expressions_and_none_scalar_t<T>* = nullptr>
24inline var log_sum_exp(const var_value<T>& A) {
25 return make_callback_var(log_sum_exp(A.val()), [A](vari& res) mutable {
26 A.adj() += res.adj() * exp(A.val() - res.val());
27 });
28}
29
30} // namespace math
31} // namespace stan
32
33#endif
34#endif
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 > log_sum_exp(const fvar< T > &x1, const fvar< T > &x2)
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...