Automatic Differentiation
 
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columns_dot_self.hpp
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1#ifndef STAN_MATH_REV_FUN_COLUMNS_DOT_SELF_HPP
2#define STAN_MATH_REV_FUN_COLUMNS_DOT_SELF_HPP
3
9
10namespace stan {
11namespace math {
12
19template <typename Mat, require_eigen_vt<is_var, Mat>* = nullptr>
20inline Eigen::Matrix<var, 1, Mat::ColsAtCompileTime> columns_dot_self(
21 const Mat& x) {
22 Eigen::Matrix<var, 1, Mat::ColsAtCompileTime> ret(1, x.cols());
23 for (size_type i = 0; i < x.cols(); i++) {
24 ret(i) = dot_self(x.col(i));
25 }
26 return ret;
27}
28
35template <typename Mat, require_var_matrix_t<Mat>* = nullptr>
36inline auto columns_dot_self(const Mat& x) {
37 using ret_type
38 = return_var_matrix_t<decltype(x.val().colwise().squaredNorm()), Mat>;
39 arena_t<ret_type> res = x.val().colwise().squaredNorm();
40 if (x.size() >= 0) {
41 reverse_pass_callback([res, x]() mutable {
42 x.adj() += x.val() * (2 * res.adj()).asDiagonal();
43 });
44 }
45 return res;
46}
47
48} // namespace math
49} // namespace stan
50#endif
void reverse_pass_callback(F &&functor)
Puts a callback on the autodiff stack to be called in reverse pass.
auto columns_dot_self(const T &a)
Returns the dot product of each column of a matrix with itself.
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >::Index size_type
Type for sizes and indexes in an Eigen matrix with double elements.
Definition typedefs.hpp:11
auto dot_self(const T &a)
Returns squared norm of a vector or matrix.
Definition dot_self.hpp:21
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.
std::conditional_t< is_any_var_matrix< ReturnType, Types... >::value, stan::math::var_value< stan::math::promote_scalar_t< double, plain_type_t< ReturnType > > >, stan::math::promote_scalar_t< stan::math::var_value< double >, plain_type_t< ReturnType > > > return_var_matrix_t
Given an Eigen type and several inputs, determine if a matrix should be var<Matrix> or Matrix<var>.
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...