Eigen_NumTraits.hpp

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#ifndef STAN_MATH_REV_CORE_EIGEN_NUMTRAITS_HPP
#define STAN_MATH_REV_CORE_EIGEN_NUMTRAITS_HPP
 
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/core.hpp>
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/core/var.hpp>
#include <stan/math/rev/core/gevv_vvv_vari.hpp>
#include <stan/math/rev/core/std_numeric_limits.hpp>
#include <stan/math/rev/core/read_var.hpp>
#include <limits>
 
namespace Eigen {
 
template <>
struct NumTraits<stan::math::var> : GenericNumTraits<stan::math::var> {
  using Real = stan::math::var;
  using NonInteger = stan::math::var;
  using Nested = stan::math::var;
  using Literal = stan::math::var;
  static inline Real dummy_precision() {
    return NumTraits<double>::dummy_precision();
  }
 
  static inline Real epsilon() { return NumTraits<double>::epsilon(); }
 
  static inline Real highest() { return NumTraits<double>::highest(); }
  static inline Real lowest() { return NumTraits<double>::lowest(); }
 
  enum {
    IsComplex = 0,
 
    IsInteger = 0,
 
    IsSigned = 1,
 
    RequireInitialization = 0,
 
    ReadCost = 2 * NumTraits<double>::ReadCost,
 
    AddCost = NumTraits<double>::AddCost,
 
    MulCost = NumTraits<double>::MulCost
  };
 
  static int digits10() { return std::numeric_limits<double>::digits10; }
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<stan::math::var, double, BinaryOp> {
  using ReturnType = stan::math::var;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<double, stan::math::var, BinaryOp> {
  using ReturnType = stan::math::var;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<stan::math::var, int, BinaryOp> {
  using ReturnType = stan::math::var;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<int, stan::math::var, BinaryOp> {
  using ReturnType = stan::math::var;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<stan::math::var, stan::math::var, BinaryOp> {
  using ReturnType = stan::math::var;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<double, std::complex<stan::math::var>, BinaryOp> {
  using ReturnType = std::complex<stan::math::var>;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<std::complex<stan::math::var>, double, BinaryOp> {
  using ReturnType = std::complex<stan::math::var>;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<int, std::complex<stan::math::var>, BinaryOp> {
  using ReturnType = std::complex<stan::math::var>;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<std::complex<stan::math::var>, int, BinaryOp> {
  using ReturnType = std::complex<stan::math::var>;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<stan::math::var, std::complex<double>, BinaryOp> {
  using ReturnType = std::complex<stan::math::var>;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<std::complex<double>, stan::math::var, BinaryOp> {
  using ReturnType = std::complex<stan::math::var>;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<std::complex<double>, std::complex<stan::math::var>,
                            BinaryOp> {
  using ReturnType = std::complex<stan::math::var>;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<std::complex<stan::math::var>, std::complex<double>,
                            BinaryOp> {
  using ReturnType = std::complex<stan::math::var>;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<stan::math::var, std::complex<stan::math::var>,
                            BinaryOp> {
  using ReturnType = std::complex<stan::math::var>;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<std::complex<stan::math::var>, stan::math::var,
                            BinaryOp> {
  using ReturnType = std::complex<stan::math::var>;
};
 
template <typename BinaryOp>
struct ScalarBinaryOpTraits<std::complex<stan::math::var>,
                            std::complex<stan::math::var>, BinaryOp> {
  using ReturnType = std::complex<stan::math::var>;
};
 
namespace internal {
 
template <typename EigVar, typename EigVari, typename EigDbl>
struct functor_has_linear_access<
    stan::math::vi_val_adj_functor<EigVar, EigVari, EigDbl>> {
  enum { ret = 1 };
};
 
template <typename EigVar, typename EigDbl>
struct functor_has_linear_access<stan::math::val_adj_functor<EigVar, EigDbl>> {
  enum { ret = 1 };
};
 
template <typename EigVar, typename EigVari>
struct functor_has_linear_access<stan::math::vi_val_functor<EigVar, EigVari>> {
  enum { ret = 1 };
};
 
template <typename EigVar, typename EigVari>
struct functor_has_linear_access<stan::math::vi_adj_functor<EigVar, EigVari>> {
  enum { ret = 1 };
};
 
template <>
struct remove_all<stan::math::vari*> {
  using type = stan::math::vari*;
};
 
template <typename Index, typename LhsMapper, bool ConjugateLhs,
          bool ConjugateRhs, typename RhsMapper, int Version>
struct general_matrix_vector_product<Index, stan::math::var, LhsMapper,
                                     ColMajor, ConjugateLhs, stan::math::var,
                                     RhsMapper, ConjugateRhs, Version> {
  using LhsScalar = stan::math::var;
  using RhsScalar = stan::math::var;
  using ResScalar = stan::math::var;
  enum { LhsStorageOrder = ColMajor };
 
  EIGEN_DONT_INLINE static void run(Index rows, Index cols,
                                    const LhsMapper& lhsMapper,
                                    const RhsMapper& rhsMapper, ResScalar* res,
                                    Index resIncr, const ResScalar& alpha) {
    const LhsScalar* lhs = lhsMapper.data();
    const Index lhsStride = lhsMapper.stride();
    const RhsScalar* rhs = rhsMapper.data();
    const Index rhsIncr = rhsMapper.stride();
    run(rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha);
  }
 
  EIGEN_DONT_INLINE static void run(Index rows, Index cols,
                                    const LhsScalar* lhs, Index lhsStride,
                                    const RhsScalar* rhs, Index rhsIncr,
                                    ResScalar* res, Index resIncr,
                                    const ResScalar& alpha) {
    using stan::math::gevv_vvv_vari;
    using stan::math::var;
    for (Index i = 0; i < rows; ++i) {
      res[i * resIncr] += var(
          new gevv_vvv_vari(&alpha, &lhs[i], lhsStride, rhs, rhsIncr, cols));
    }
  }
};
 
template <typename Index, typename LhsMapper, bool ConjugateLhs,
          bool ConjugateRhs, typename RhsMapper, int Version>
struct general_matrix_vector_product<Index, stan::math::var, LhsMapper,
                                     RowMajor, ConjugateLhs, stan::math::var,
                                     RhsMapper, ConjugateRhs, Version> {
  using LhsScalar = stan::math::var;
  using RhsScalar = stan::math::var;
  using ResScalar = stan::math::var;
  enum { LhsStorageOrder = RowMajor };
 
  EIGEN_DONT_INLINE static void run(Index rows, Index cols,
                                    const LhsMapper& lhsMapper,
                                    const RhsMapper& rhsMapper, ResScalar* res,
                                    Index resIncr, const RhsScalar& alpha) {
    const LhsScalar* lhs = lhsMapper.data();
    const Index lhsStride = lhsMapper.stride();
    const RhsScalar* rhs = rhsMapper.data();
    const Index rhsIncr = rhsMapper.stride();
    run(rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha);
  }
 
  EIGEN_DONT_INLINE static void run(Index rows, Index cols,
                                    const LhsScalar* lhs, Index lhsStride,
                                    const RhsScalar* rhs, Index rhsIncr,
                                    ResScalar* res, Index resIncr,
                                    const RhsScalar& alpha) {
    for (Index i = 0; i < rows; i++) {
      res[i * resIncr] += stan::math::var(new stan::math::gevv_vvv_vari(
          &alpha,
          (static_cast<int>(LhsStorageOrder) == static_cast<int>(ColMajor))
              ? (&lhs[i])
              : (&lhs[i * lhsStride]),
          (static_cast<int>(LhsStorageOrder) == static_cast<int>(ColMajor))
              ? (lhsStride)
              : (1),
          rhs, rhsIncr, cols));
    }
  }
};
 
#if EIGEN_VERSION_AT_LEAST(3, 3, 8)
template <typename Index, int LhsStorageOrder, bool ConjugateLhs,
          int RhsStorageOrder, bool ConjugateRhs, int ResInnerStride>
struct general_matrix_matrix_product<
    Index, stan::math::var, LhsStorageOrder, ConjugateLhs, stan::math::var,
    RhsStorageOrder, ConjugateRhs, ColMajor, ResInnerStride> {
#else
template <typename Index, int LhsStorageOrder, bool ConjugateLhs,
          int RhsStorageOrder, bool ConjugateRhs>
struct general_matrix_matrix_product<Index, stan::math::var, LhsStorageOrder,
                                     ConjugateLhs, stan::math::var,
                                     RhsStorageOrder, ConjugateRhs, ColMajor> {
#endif
  using LhsScalar = stan::math::var;
  using RhsScalar = stan::math::var;
  using ResScalar = stan::math::var;
 
  using Traits = gebp_traits<RhsScalar, LhsScalar>;
 
  using LhsMapper
      = const_blas_data_mapper<stan::math::var, Index, LhsStorageOrder>;
  using RhsMapper
      = const_blas_data_mapper<stan::math::var, Index, RhsStorageOrder>;
 
  EIGEN_DONT_INLINE
#if EIGEN_VERSION_AT_LEAST(3, 3, 8)
  static void run(Index rows, Index cols, Index depth, const LhsScalar* lhs,
                  Index lhsStride, const RhsScalar* rhs, Index rhsStride,
                  ResScalar* res, Index resIncr, Index resStride,
                  const ResScalar& alpha,
                  level3_blocking<LhsScalar, RhsScalar>& /* blocking */,
                  GemmParallelInfo<Index>* /* info = 0 */)
#else
  static void run(Index rows, Index cols, Index depth, const LhsScalar* lhs,
                  Index lhsStride, const RhsScalar* rhs, Index rhsStride,
                  ResScalar* res, Index resStride, const ResScalar& alpha,
                  level3_blocking<LhsScalar, RhsScalar>& /* blocking */,
                  GemmParallelInfo<Index>* /* info = 0 */)
#endif
  {
    for (Index i = 0; i < cols; i++) {
      general_matrix_vector_product<
          Index, LhsScalar, LhsMapper, LhsStorageOrder, ConjugateLhs, RhsScalar,
          RhsMapper,
          ConjugateRhs>::run(rows, depth, lhs, lhsStride,
                             &rhs[static_cast<int>(RhsStorageOrder)
                                          == static_cast<int>(ColMajor)
                                      ? i * rhsStride
                                      : i],
                             static_cast<int>(RhsStorageOrder)
                                     == static_cast<int>(ColMajor)
                                 ? 1
                                 : rhsStride,
                             &res[i * resStride], 1, alpha);
    }
  }  // namespace internal
 
  EIGEN_DONT_INLINE
  static void run(Index rows, Index cols, Index depth,
                  const LhsMapper& lhsMapper, const RhsMapper& rhsMapper,
                  ResScalar* res, Index resStride, const ResScalar& alpha,
                  level3_blocking<LhsScalar, RhsScalar>& blocking,
                  GemmParallelInfo<Index>* info = 0) {
    const LhsScalar* lhs = lhsMapper.data();
    const Index lhsStride = lhsMapper.stride();
    const RhsScalar* rhs = rhsMapper.data();
    const Index rhsStride = rhsMapper.stride();
 
    run(rows, cols, depth, lhs, lhsStride, rhs, rhsStride, res, resStride,
        alpha, blocking, info);
  }
};
}  // namespace internal
}  // namespace Eigen
#endif