csr_matrix_times_vector.hpp

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#ifndef STAN_MATH_REV_FUN_CSR_MATRIX_TIMES_VECTOR_HPP
#define STAN_MATH_REV_FUN_CSR_MATRIX_TIMES_VECTOR_HPP
 
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/rev/fun/to_soa_sparse_matrix.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/csr_u_to_z.hpp>
#include <vector>
 
namespace stan {
namespace math {
 
namespace internal {
template <typename Result_, typename WMat_, typename B_>
struct csr_adjoint : public vari {
  std::decay_t<Result_> res_;
  std::decay_t<WMat_> w_mat_;
  std::decay_t<B_> b_;
 
  template <typename T1, typename T2, typename T3>
  csr_adjoint(T1&& res, T2&& w_mat, T3&& b)
      : vari(0.0),
        res_(std::forward<T1>(res)),
        w_mat_(std::forward<T2>(w_mat)),
        b_(std::forward<T3>(b)) {}
 
  void chain() { chain_internal(res_, w_mat_, b_); }
 
  template <typename Result, typename WMat, typename B,
            require_rev_matrix_t<WMat>* = nullptr,
            require_rev_matrix_t<B>* = nullptr>
  inline void chain_internal(Result&& res, WMat&& w_mat, B&& b) {
    w_mat.adj() += res.adj() * b.val().transpose();
    b.adj() += w_mat.val().transpose() * res.adj();
  }
 
  template <typename Result, typename WMat, typename B,
            require_rev_matrix_t<WMat>* = nullptr,
            require_not_rev_matrix_t<B>* = nullptr>
  inline void chain_internal(Result&& res, WMat&& w_mat, B&& b) {
    w_mat.adj() += res.adj() * b.transpose();
  }
 
  template <typename Result, typename WMat, typename B,
            require_not_rev_matrix_t<WMat>* = nullptr,
            require_rev_matrix_t<B>* = nullptr>
  inline void chain_internal(Result&& res, WMat&& w_mat, B&& b) {
    b.adj() += w_mat.transpose() * res.adj();
  }
};
 
template <typename Result_, typename WMat_, typename B_>
inline void make_csr_adjoint(Result_&& res, WMat_&& w_mat, B_&& b) {
  new csr_adjoint<std::decay_t<Result_>, std::decay_t<WMat_>, std::decay_t<B_>>(
      std::forward<Result_>(res), std::forward<WMat_>(w_mat),
      std::forward<B_>(b));
  return;
}
}  // namespace internal
 
template <typename T1, typename T2, require_any_rev_matrix_t<T1, T2>* = nullptr>
inline auto csr_matrix_times_vector(int m, int n, const T1& w,
                                    const std::vector<int>& v,
                                    const std::vector<int>& u, const T2& b) {
  using sparse_val_mat
      = Eigen::Map<const Eigen::SparseMatrix<double, Eigen::RowMajor>>;
  using sparse_dense_mul_type
      = decltype((std::declval<sparse_val_mat>() * value_of(b)).eval());
  using return_t = return_var_matrix_t<sparse_dense_mul_type, T1, T2>;
 
  check_positive("csr_matrix_times_vector", "m", m);
  check_positive("csr_matrix_times_vector", "n", n);
  check_size_match("csr_matrix_times_vector", "n", n, "b", b.size());
  check_size_match("csr_matrix_times_vector", "w", w.size(), "v", v.size());
  check_size_match("csr_matrix_times_vector", "m", m, "u", u.size() - 1);
  check_size_match("csr_matrix_times_vector", "u/z",
                   u[m - 1] + csr_u_to_z(u, m - 1) - 1, "v", v.size());
  for (int i : v) {
    check_range("csr_matrix_times_vector", "v[]", n, i);
  }
  std::vector<int, arena_allocator<int>> v_arena(v.size());
  std::transform(v.begin(), v.end(), v_arena.begin(),
                 [](auto&& x) { return x - 1; });
  std::vector<int, arena_allocator<int>> u_arena(u.size());
  std::transform(u.begin(), u.end(), u_arena.begin(),
                 [](auto&& x) { return x - 1; });
  using sparse_var_value_t
      = var_value<Eigen::SparseMatrix<double, Eigen::RowMajor>>;
  if (!is_constant<T2>::value && !is_constant<T1>::value) {
    arena_t<promote_scalar_t<var, T2>> b_arena = b;
    sparse_var_value_t w_mat_arena
        = to_soa_sparse_matrix<Eigen::RowMajor>(m, n, w, u_arena, v_arena);
    arena_t<return_t> res = w_mat_arena.val() * value_of(b_arena);
    stan::math::internal::make_csr_adjoint(res, w_mat_arena, b_arena);
    return return_t(res);
  } else if (!is_constant<T2>::value) {
    arena_t<promote_scalar_t<var, T2>> b_arena = b;
    auto w_val_arena = to_arena(value_of(w));
    sparse_val_mat w_val_mat(m, n, w_val_arena.size(), u_arena.data(),
                             v_arena.data(), w_val_arena.data());
    arena_t<return_t> res = w_val_mat * value_of(b_arena);
    stan::math::internal::make_csr_adjoint(res, w_val_mat, b_arena);
    return return_t(res);
  } else {
    sparse_var_value_t w_mat_arena
        = to_soa_sparse_matrix<Eigen::RowMajor>(m, n, w, u_arena, v_arena);
    auto b_arena = to_arena(value_of(b));
    arena_t<return_t> res = w_mat_arena.val() * b_arena;
    stan::math::internal::make_csr_adjoint(res, w_mat_arena, b_arena);
    return return_t(res);
  }
}
 
}  // namespace math
}  // namespace stan
 
#endif