log_diff_exp.hpp

Go to the documentation of this file.

#ifndef STAN_MATH_PRIM_FUN_LOG_DIFF_EXP_HPP
#define STAN_MATH_PRIM_FUN_LOG_DIFF_EXP_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/fun/log1m_exp.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/functor/apply_scalar_binary.hpp>
 
namespace stan {
namespace math {
 
template <typename T1, typename T2, require_all_arithmetic_t<T1, T2>* = nullptr>
inline return_type_t<T1, T2> log_diff_exp(const T1 x, const T2 y) {
  if (x <= y) {
    return (x < INFTY && x == y) ? NEGATIVE_INFTY : NOT_A_NUMBER;
  }
  return x + log1m_exp(y - x);
}
 
template <typename T1, typename T2, require_any_container_t<T1, T2>* = nullptr>
inline auto log_diff_exp(const T1& a, const T2& b) {
  return apply_scalar_binary(
      a, b, [&](const auto& c, const auto& d) { return log_diff_exp(c, d); });
}
 
}  // namespace math
}  // namespace stan
 
#endif