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unit_vector_constrain.hpp
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1 #ifndef STAN_MATH_FWD_MAT_FUN_UNIT_VECTOR_CONSTRAIN_HPP
2 #define STAN_MATH_FWD_MAT_FUN_UNIT_VECTOR_CONSTRAIN_HPP
3
4 #include <stan/math/fwd/core.hpp>
5 #include <stan/math/fwd/mat/fun/divide.hpp>
6 #include <stan/math/fwd/mat/fun/dot_self.hpp>
7 #include <stan/math/fwd/mat/fun/tcrossprod.hpp>
8 #include <stan/math/fwd/scal/fun/sqrt.hpp>
9 #include <stan/math/prim/mat/fun/divide.hpp>
10 #include <stan/math/prim/mat/fun/Eigen.hpp>
11 #include <stan/math/prim/mat/fun/tcrossprod.hpp>
12 #include <stan/math/prim/mat/fun/unit_vector_constrain.hpp>
13 #include <stan/math/prim/scal/fun/inv.hpp>
14
15 namespace stan {
16 namespace math {
17
18 template <typename T, int R, int C>
19 inline Eigen::Matrix<fvar<T>, R, C>
20 unit_vector_constrain(const Eigen::Matrix<fvar<T>, R, C>& y) {
21 using std::sqrt;
22 using Eigen::Matrix;
23
24 Matrix<T, R, C> y_t(y.size());
25 for (int k = 0; k < y.size(); ++k)
26 y_t.coeffRef(k) = y.coeff(k).val_;
27
28 Matrix<T, R, C> unit_vector_y_t
29 = unit_vector_constrain(y_t);
30 Matrix<fvar<T>, R, C> unit_vector_y(y.size());
31 for (int k = 0; k < y.size(); ++k)
32 unit_vector_y.coeffRef(k).val_ = unit_vector_y_t.coeff(k);
33
34 const T squared_norm = dot_self(y_t);
35 const T norm = sqrt(squared_norm);
36 const T inv_norm = inv(norm);
37 Matrix<T, Eigen::Dynamic, Eigen::Dynamic> J
38 = divide(tcrossprod(y_t), -norm * squared_norm);
39
40 for (int m = 0; m < y.size(); ++m) {
41 J.coeffRef(m, m) += inv_norm;
42 for (int k = 0; k < y.size(); ++k) {
43 unit_vector_y.coeffRef(k).d_ = J.coeff(k, m);
44 }
45 }
46 return unit_vector_y;
47 }
48
49 template <typename T, int R, int C>
50 inline Eigen::Matrix<fvar<T>, R, C>
51 unit_vector_constrain(const Eigen::Matrix<fvar<T>, R, C>& y, fvar<T>& lp) {
52 const fvar<T> squared_norm = dot_self(y);
53 lp -= 0.5 * squared_norm;
54 return unit_vector_constrain(y);
55 }
56
57 }
58 }
59 #endif
tcrossprod.hpp
tcrossprod.hpp
core.hpp
stan::math::sqrt
fvar< T > sqrt(const fvar< T > &x)
Definition: sqrt.hpp:14
stan
Definition: log_sum_exp.hpp:8
divide.hpp
stan::math::tcrossprod
Eigen::Matrix< fvar< T >, R, R > tcrossprod(const Eigen::Matrix< fvar< T >, R, C > &m)
Definition: tcrossprod.hpp:17
stan::math::dot_self
fvar< T > dot_self(const Eigen::Matrix< fvar< T >, R, C > &v)
Definition: dot_self.hpp:16
stan::math::unit_vector_constrain
Eigen::Matrix< fvar< T >, R, C > unit_vector_constrain(const Eigen::Matrix< fvar< T >, R, C > &y)
Definition: unit_vector_constrain.hpp:20
dot_self.hpp
sqrt.hpp
stan::math::divide
Eigen::Matrix< fvar< T >, R, C > divide(const Eigen::Matrix< fvar< T >, R, C > &v, const fvar< T > &c)
Definition: divide.hpp:16
Eigen.hpp
unit_vector_constrain.hpp
divide.hpp
inv.hpp
stan::math::fvar
Definition: fvar.hpp:12
stan::math::inv
fvar< T > inv(const fvar< T > &x)
Definition: inv.hpp:14

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