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log_sum_exp.hpp
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1 #ifndef STAN_MATH_FWD_SCAL_FUN_LOG_SUM_EXP_HPP
2 #define STAN_MATH_FWD_SCAL_FUN_LOG_SUM_EXP_HPP
3
4 #include <stan/math/fwd/core.hpp>
5
6 #include <stan/math/prim/scal/fun/log_sum_exp.hpp>
7
8 namespace stan {
9 namespace math {
10
11 template <typename T>
12 inline
13 fvar<T>
14 log_sum_exp(const fvar<T>& x1, const fvar<T>& x2) {
15 using std::exp;
16 return fvar<T>(log_sum_exp(x1.val_, x2.val_),
17 x1.d_ / (1 + exp(x2.val_ - x1.val_))
18 + x2.d_ / (exp(x1.val_ - x2.val_) + 1));
19 }
20
21 template <typename T>
22 inline
23 fvar<T>
24 log_sum_exp(const double x1, const fvar<T>& x2) {
25 using std::exp;
26 return fvar<T>(log_sum_exp(x1, x2.val_),
27 x2.d_ / (exp(x1 - x2.val_) + 1));
28 }
29
30 template <typename T>
31 inline
32 fvar<T>
33 log_sum_exp(const fvar<T>& x1, const double x2) {
34 using std::exp;
35 return fvar<T>(log_sum_exp(x1.val_, x2),
36 x1.d_ / (1 + exp(x2 - x1.val_)));
37 }
38
39 }
40 }
41 #endif
core.hpp
stan::math::fvar::d_
T d_
Definition: fvar.hpp:14
stan
Definition: log_sum_exp.hpp:8
stan::math::log_sum_exp
fvar< T > log_sum_exp(const std::vector< fvar< T > > &v)
Definition: log_sum_exp.hpp:13
log_sum_exp.hpp
stan::math::fvar::val_
T val_
Definition: fvar.hpp:13
stan::math::exp
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:10
stan::math::fvar
Definition: fvar.hpp:12

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