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multiply_log.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_REV_SCAL_FUN_MULTIPLY_LOG_HPP
2 #define STAN_MATH_REV_SCAL_FUN_MULTIPLY_LOG_HPP
3
4 #include <stan/math/rev/core.hpp>
5 #include <stan/math/rev/scal/fun/log.hpp>
6 #include <stan/math/prim/scal/fun/multiply_log.hpp>
7 #include <limits>
8
9 namespace stan {
10 namespace math {
11
12 namespace {
13 class multiply_log_vv_vari : public op_vv_vari {
14 public:
15 multiply_log_vv_vari(vari* avi, vari* bvi) :
16 op_vv_vari(multiply_log(avi->val_, bvi->val_), avi, bvi) {
17 }
18 void chain() {
19 using std::log;
20 if (unlikely(is_nan(avi_->val_)
21 || is_nan(bvi_->val_))) {
22 avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
23 bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
24 } else {
25 avi_->adj_ += adj_ * log(bvi_->val_);
26 if (bvi_->val_ == 0.0 && avi_->val_ == 0)
27 bvi_->adj_ += adj_ * std::numeric_limits<double>::infinity();
28 else
29 bvi_->adj_ += adj_ * avi_->val_ / bvi_->val_;
30 }
31 }
32 };
33 class multiply_log_vd_vari : public op_vd_vari {
34 public:
35 multiply_log_vd_vari(vari* avi, double b) :
36 op_vd_vari(multiply_log(avi->val_, b), avi, b) {
37 }
38 void chain() {
39 using std::log;
40 if (unlikely(is_nan(avi_->val_)
41 || is_nan(bd_)))
42 avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
43 else
44 avi_->adj_ += adj_ * log(bd_);
45 }
46 };
47 class multiply_log_dv_vari : public op_dv_vari {
48 public:
49 multiply_log_dv_vari(double a, vari* bvi) :
50 op_dv_vari(multiply_log(a, bvi->val_), a, bvi) {
51 }
52 void chain() {
53 if (bvi_->val_ == 0.0 && ad_ == 0.0)
54 bvi_->adj_ += adj_ * std::numeric_limits<double>::infinity();
55 else
56 bvi_->adj_ += adj_ * ad_ / bvi_->val_;
57 }
58 };
59 }
60
73 inline var multiply_log(const var& a, const var& b) {
74 return var(new multiply_log_vv_vari(a.vi_, b.vi_));
75 }
86 inline var multiply_log(const var& a, const double b) {
87 return var(new multiply_log_vd_vari(a.vi_, b));
88 }
100 inline var multiply_log(const double a, const var& b) {
101 if (a == 1.0)
102 return log(b);
103 return var(new multiply_log_dv_vari(a, b.vi_));
104 }
105
106 }
107 }
108 #endif
core.hpp
stan
Definition: log_sum_exp.hpp:8
stan::math::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
stan::math::var
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:30
unlikely
#define unlikely(x)
Definition: likely.hpp:9
multiply_log.hpp
log.hpp
stan::math::var::vi_
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:42
stan::math::multiply_log
fvar< T > multiply_log(const fvar< T > &x1, const fvar< T > &x2)
Definition: multiply_log.hpp:14
stan::math::is_nan
int is_nan(const fvar< T > &x)
Returns 1 if the input's value is NaN and 0 otherwise.
Definition: is_nan.hpp:21

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