cumulative_sum.hpp

Go to the documentation of this file.

#ifndef STAN_MATH_REV_FUN_CUMULATIVE_SUM_HPP
#define STAN_MATH_REV_FUN_CUMULATIVE_SUM_HPP
 
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/rev/meta.hpp>
#include <stan/math/prim/fun/cumulative_sum.hpp>
#include <vector>
#include <numeric>
#include <functional>
 
namespace stan {
namespace math {
 
template <typename EigVec, require_rev_vector_t<EigVec>* = nullptr>
inline auto cumulative_sum(const EigVec& x) {
  arena_t<EigVec> x_arena(x);
  using return_t = return_var_matrix_t<EigVec>;
  arena_t<return_t> res = cumulative_sum(x_arena.val()).eval();
  if (unlikely(x.size() == 0)) {
    return return_t(res);
  }
  reverse_pass_callback([x_arena, res]() mutable {
    for (Eigen::Index i = x_arena.size() - 1; i > 0; --i) {
      x_arena.adj().coeffRef(i) += res.adj().coeffRef(i);
      res.adj().coeffRef(i - 1) += res.adj().coeffRef(i);
    }
    x_arena.adj().coeffRef(0) += res.adj().coeffRef(0);
  });
  return return_t(res);
}
 
}  // namespace math
}  // namespace stan
 
#endif