Automatic Differentiation
 
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multiply_lower_tri_self_transpose.hpp
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1#ifndef STAN_MATH_OPENCL_REV_MULTIPLY_LOWER_TRI_SELF_TRANSPOSE_HPP
2#define STAN_MATH_OPENCL_REV_MULTIPLY_LOWER_TRI_SELF_TRANSPOSE_HPP
3#ifdef STAN_OPENCL
4
9
10namespace stan {
11namespace math {
12
21template <typename T,
22 require_all_kernel_expressions_and_none_scalar_t<T>* = nullptr>
24 const var_value<T>& A) {
25 return make_callback_var(
27 [A](vari_value<matrix_cl<double>>& res) mutable {
28 if (A.size() != 0) {
29 matrix_cl<double> A_val_lower(A.val().buffer(), A.val().rows(),
30 A.val().cols(), matrix_cl_view::Lower);
31 for (auto e : A.val().write_events()) {
32 A_val_lower.add_write_event(e);
33 }
34 matrix_cl<double> prod
35 = (res.adj() + transpose(res.adj())) * A_val_lower;
36 prod.view(matrix_cl_view::Lower);
37 A.adj() += prod;
38 }
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
Eigen::Matrix< value_type_t< EigMat >, EigMat::RowsAtCompileTime, EigMat::RowsAtCompileTime > multiply_lower_tri_self_transpose(const EigMat &m)
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...
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...