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dot_product.hpp
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1 #ifndef STAN_MATH_REV_MAT_FUN_DOT_PRODUCT_HPP
2 #define STAN_MATH_REV_MAT_FUN_DOT_PRODUCT_HPP
3
4 #include <stan/math/prim/mat/fun/Eigen.hpp>
5 #include <stan/math/prim/mat/fun/typedefs.hpp>
6 #include <stan/math/prim/mat/err/check_vector.hpp>
7 #include <stan/math/prim/arr/err/check_matching_sizes.hpp>
8 #include <stan/math/prim/scal/fun/value_of.hpp>
9 #include <stan/math/rev/core.hpp>
10 #include <stan/math/rev/mat/fun/typedefs.hpp>
11 #include <stan/math/rev/scal/fun/value_of.hpp>
12 #include <boost/utility/enable_if.hpp>
13 #include <boost/type_traits.hpp>
14 #include <vector>
15
16 namespace stan {
17 namespace math {
18
19 namespace {
20 template<typename T>
21 struct dot_product_store_type;
22
23 template<>
24 struct dot_product_store_type<var> {
25 typedef vari** type;
26 };
27
28 template<>
29 struct dot_product_store_type<double> {
30 typedef double* type;
31 };
32
33 template<typename T1, typename T2>
34 class dot_product_vari : public vari {
35 protected:
36 typename dot_product_store_type<T1>::type v1_;
37 typename dot_product_store_type<T2>::type v2_;
38 size_t length_;
39
40 inline static double var_dot(vari** v1, vari** v2,
41 size_t length) {
42 Eigen::VectorXd vd1(length), vd2(length);
43 for (size_t i = 0; i < length; i++) {
44 vd1[i] = v1[i]->val_;
45 vd2[i] = v2[i]->val_;
46 }
47 return vd1.dot(vd2);
48 }
49
50 inline static double var_dot(const T1* v1, const T2* v2,
51 size_t length) {
52 Eigen::VectorXd vd1(length), vd2(length);
53 for (size_t i = 0; i < length; i++) {
54 vd1[i] = value_of(v1[i]);
55 vd2[i] = value_of(v2[i]);
56 }
57 return vd1.dot(vd2);
58 }
59
60 template<typename Derived1, typename Derived2>
61 inline static double var_dot(const Eigen::DenseBase<Derived1> &v1,
62 const Eigen::DenseBase<Derived2> &v2) {
63 Eigen::VectorXd vd1(v1.size()), vd2(v1.size());
64 for (int i = 0; i < v1.size(); i++) {
65 vd1[i] = value_of(v1[i]);
66 vd2[i] = value_of(v2[i]);
67 }
68 return vd1.dot(vd2);
69 }
70 inline void chain(vari** v1, vari** v2) {
71 for (size_t i = 0; i < length_; i++) {
72 v1[i]->adj_ += adj_ * v2_[i]->val_;
73 v2[i]->adj_ += adj_ * v1_[i]->val_;
74 }
75 }
76 inline void chain(double* v1, vari** v2) {
77 for (size_t i = 0; i < length_; i++) {
78 v2[i]->adj_ += adj_ * v1_[i];
79 }
80 }
81 inline void chain(vari** v1, double* v2) {
82 for (size_t i = 0; i < length_; i++) {
83 v1[i]->adj_ += adj_ * v2_[i];
84 }
85 }
86 inline void initialize(vari** &mem_v, const var *inv,
87 vari **shared = NULL) {
88 if (shared == NULL) {
89 mem_v = reinterpret_cast<vari**>(ChainableStack::memalloc_
90 .alloc(length_*sizeof(vari*)));
91 for (size_t i = 0; i < length_; i++)
92 mem_v[i] = inv[i].vi_;
93 } else {
94 mem_v = shared;
95 }
96 }
97 template<typename Derived>
98 inline void initialize(vari** &mem_v,
99 const Eigen::DenseBase<Derived> &inv,
100 vari **shared = NULL) {
101 if (shared == NULL) {
102 mem_v = reinterpret_cast<vari**>(ChainableStack::memalloc_
103 .alloc(length_*sizeof(vari*)));
104 for (size_t i = 0; i < length_; i++)
105 mem_v[i] = inv(i).vi_;
106 } else {
107 mem_v = shared;
108 }
109 }
110
111 inline void initialize(double* &mem_d, const double *ind,
112 double *shared = NULL) {
113 if (shared == NULL) {
114 mem_d = reinterpret_cast<double*>(ChainableStack::memalloc_
115 .alloc(length_*sizeof(double)));
116 for (size_t i = 0; i < length_; i++)
117 mem_d[i] = ind[i];
118 } else {
119 mem_d = shared;
120 }
121 }
122 template<typename Derived>
123 inline void initialize(double* &mem_d,
124 const Eigen::DenseBase<Derived> &ind,
125 double *shared = NULL) {
126 if (shared == NULL) {
127 mem_d = reinterpret_cast<double*>
128 (ChainableStack::memalloc_.alloc(length_*sizeof(double)));
129 for (size_t i = 0; i < length_; i++)
130 mem_d[i] = ind(i);
131 } else {
132 mem_d = shared;
133 }
134 }
135
136 public:
137 dot_product_vari(typename dot_product_store_type<T1>::type v1,
138 typename dot_product_store_type<T2>::type v2,
139 size_t length)
140 : vari(var_dot(v1, v2, length)), v1_(v1), v2_(v2), length_(length) {}
141
142 dot_product_vari(const T1* v1, const T2* v2, size_t length,
143 dot_product_vari<T1, T2>* shared_v1 = NULL,
144 dot_product_vari<T1, T2>* shared_v2 = NULL) :
145 vari(var_dot(v1, v2, length)), length_(length) {
146 if (shared_v1 == NULL) {
147 initialize(v1_, v1);
148 } else {
149 initialize(v1_, v1, shared_v1->v1_);
150 }
151 if (shared_v2 == NULL) {
152 initialize(v2_, v2);
153 } else {
154 initialize(v2_, v2, shared_v2->v2_);
155 }
156 }
157 template<typename Derived1, typename Derived2>
158 dot_product_vari(const Eigen::DenseBase<Derived1> &v1,
159 const Eigen::DenseBase<Derived2> &v2,
160 dot_product_vari<T1, T2>* shared_v1 = NULL,
161 dot_product_vari<T1, T2>* shared_v2 = NULL) :
162 vari(var_dot(v1, v2)), length_(v1.size()) {
163 if (shared_v1 == NULL) {
164 initialize(v1_, v1);
165 } else {
166 initialize(v1_, v1, shared_v1->v1_);
167 }
168 if (shared_v2 == NULL) {
169 initialize(v2_, v2);
170 } else {
171 initialize(v2_, v2, shared_v2->v2_);
172 }
173 }
174 template<int R1, int C1, int R2, int C2>
175 dot_product_vari(const Eigen::Matrix<T1, R1, C1> &v1,
176 const Eigen::Matrix<T2, R2, C2> &v2,
177 dot_product_vari<T1, T2>* shared_v1 = NULL,
178 dot_product_vari<T1, T2>* shared_v2 = NULL) :
179 vari(var_dot(v1, v2)), length_(v1.size()) {
180 if (shared_v1 == NULL) {
181 initialize(v1_, v1);
182 } else {
183 initialize(v1_, v1, shared_v1->v1_);
184 }
185 if (shared_v2 == NULL) {
186 initialize(v2_, v2);
187 } else {
188 initialize(v2_, v2, shared_v2->v2_);
189 }
190 }
191 virtual void chain() {
192 chain(v1_, v2_);
193 }
194 };
195 }
196
205 template<typename T1, int R1, int C1, typename T2, int R2, int C2>
206 inline
207 typename boost::enable_if_c<boost::is_same<T1, var>::value ||
208 boost::is_same<T2, var>::value, var>::type
209 dot_product(const Eigen::Matrix<T1, R1, C1>& v1,
210 const Eigen::Matrix<T2, R2, C2>& v2) {
211 check_vector("dot_product", "v1", v1);
212 check_vector("dot_product", "v2", v2);
213 check_matching_sizes("dot_product",
214 "v1", v1,
215 "v2", v2);
216 return var(new dot_product_vari<T1, T2>(v1, v2));
217 }
226 template<typename T1, typename T2>
227 inline
228 typename boost::enable_if_c<boost::is_same<T1, var>::value ||
229 boost::is_same<T2, var>::value, var>::type
230 dot_product(const T1* v1, const T2* v2, size_t length) {
231 return var(new dot_product_vari<T1, T2>(v1, v2, length));
232 }
233
242 template<typename T1, typename T2>
243 inline
244 typename boost::enable_if_c<boost::is_same<T1, var>::value ||
245 boost::is_same<T2, var>::value, var>::type
246 dot_product(const std::vector<T1>& v1,
247 const std::vector<T2>& v2) {
248 check_matching_sizes("dot_product",
249 "v1", v1,
250 "v2", v2);
251 return var(new dot_product_vari<T1, T2>(&v1[0], &v2[0], v1.size()));
252 }
253
254 }
255 }
256 #endif
core.hpp
stan::math::check_vector
bool check_vector(const char *function, const char *name, const Eigen::Matrix< T, R, C > &x)
Return true if the matrix is either a row vector or column vector.
Definition: check_vector.hpp:34
stan
Definition: log_sum_exp.hpp:8
stan::math::value_of
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition: value_of.hpp:16
v1_
dot_product_store_type< T1 >::type v1_
Definition: dot_product.hpp:36
stan::math::AutodiffStackStorage::memalloc_
static stack_alloc memalloc_
Definition: autodiffstackstorage.hpp:16
stan::length
size_t length(const std::vector< T > &x)
Definition: length.hpp:10
check_matching_sizes.hpp
stan::math::var
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:30
v2_
dot_product_store_type< T2 >::type v2_
Definition: dot_product.hpp:37
stan::math::initialize
void initialize(T &x, const T &v)
Definition: initialize.hpp:16
typedefs.hpp
stan::math::check_matching_sizes
bool check_matching_sizes(const char *function, const char *name1, const T_y1 &y1, const char *name2, const T_y2 &y2)
Return true if two structures at the same size.
Definition: check_matching_sizes.hpp:29
stan::math::dot_product
fvar< T > dot_product(const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
Definition: dot_product.hpp:18
Eigen.hpp
check_vector.hpp
stan::math::size
int size(const std::vector< T > &x)
Return the size of the specified standard vector.
Definition: size.hpp:17
length_
size_t length_
Definition: dot_product.hpp:38
value_of.hpp
value_of.hpp
stan::math::stack_alloc::alloc
void * alloc(size_t len)
Return a newly allocated block of memory of the appropriate size managed by the stack allocator...
Definition: stack_alloc.hpp:162
stan::math::inv
fvar< T > inv(const fvar< T > &x)
Definition: inv.hpp:14
typedefs.hpp

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