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log_falling_factorial.hpp
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1 #ifndef STAN_MATH_REV_SCAL_FUN_LOG_FALLING_FACTORIAL_HPP
2 #define STAN_MATH_REV_SCAL_FUN_LOG_FALLING_FACTORIAL_HPP
3
4 #include <stan/math/rev/core.hpp>
5 #include <stan/math/prim/scal/fun/log_falling_factorial.hpp>
6 #include <boost/math/special_functions/digamma.hpp>
7 #include <boost/math/special_functions/fpclassify.hpp>
8 #include <limits>
9
10 namespace stan {
11 namespace math {
12
13 namespace {
14
15 class log_falling_factorial_vv_vari : public op_vv_vari {
16 public:
17 log_falling_factorial_vv_vari(vari* avi, vari* bvi) :
18 op_vv_vari(stan::math::log_falling_factorial(avi->val_, bvi->val_),
19 avi, bvi) {
20 }
21 void chain() {
22 if (unlikely(boost::math::isnan(avi_->val_)
23 || boost::math::isnan(bvi_->val_))) {
24 avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
25 bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
26 } else {
27 avi_->adj_ += adj_
28 * (boost::math::digamma(avi_->val_ + 1)
29 - boost::math::digamma(avi_->val_ - bvi_->val_ + 1));
30 bvi_->adj_ += adj_
31 * boost::math::digamma(avi_->val_ - bvi_->val_ + 1);
32 }
33 }
34 };
35
36 class log_falling_factorial_vd_vari : public op_vd_vari {
37 public:
38 log_falling_factorial_vd_vari(vari* avi, double b) :
39 op_vd_vari(stan::math::log_falling_factorial(avi->val_, b), avi, b) {
40 }
41 void chain() {
42 if (unlikely(boost::math::isnan(avi_->val_)
43 || boost::math::isnan(bd_)))
44 avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
45 else
46 avi_->adj_ += adj_
47 * (boost::math::digamma(avi_->val_ + 1)
48 - boost::math::digamma(avi_->val_ - bd_ + 1));
49 }
50 };
51
52 class log_falling_factorial_dv_vari : public op_dv_vari {
53 public:
54 log_falling_factorial_dv_vari(double a, vari* bvi) :
55 op_dv_vari(stan::math::log_falling_factorial(a, bvi->val_), a, bvi) {
56 }
57 void chain() {
58 if (unlikely(boost::math::isnan(ad_)
59 || boost::math::isnan(bvi_->val_)))
60 bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
61 else
62 bvi_->adj_ += adj_
63 * boost::math::digamma(ad_ - bvi_->val_ + 1);
64 }
65 };
66 }
67
68 inline var log_falling_factorial(const var& a,
69 const double& b) {
70 return var(new log_falling_factorial_vd_vari(a.vi_, b));
71 }
72
73 inline var log_falling_factorial(const var& a,
74 const var& b) {
75 return var(new log_falling_factorial_vv_vari(a.vi_, b.vi_));
76 }
77
78 inline var log_falling_factorial(const double& a,
79 const var& b) {
80 return var(new log_falling_factorial_dv_vari(a, b.vi_));
81 }
82 }
83 }
84 #endif
core.hpp
stan::math::log_falling_factorial
fvar< T > log_falling_factorial(const fvar< T > &x, const fvar< T > &n)
Definition: log_falling_factorial.hpp:15
stan
Definition: log_sum_exp.hpp:8
stan::math::var
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:31
boost::math::isnan
bool isnan(const stan::math::var &v)
Checks if the given number is NaN.
Definition: boost_isnan.hpp:22
unlikely
#define unlikely(x)
Definition: likely.hpp:9
stan::math::var::vi_
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:43
log_falling_factorial.hpp
stan::math::digamma
fvar< T > digamma(const fvar< T > &x)
Definition: digamma.hpp:16

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