![]() |
Stan Math Library
2.20.0
reverse mode automatic differentiation
|
Returns the log det of the matrix whose LDLT factorization is given See The Matrix Cookbook's chapter on Derivatives of a Determinant In this case, it is just the inverse of the underlying matrix. More...
#include <log_determinant_ldlt.hpp>
Public Member Functions | |
log_det_ldlt_vari (const LDLT_factor< var, R, C > &A) | |
virtual void | chain () |
Apply the chain rule to this variable based on the variables on which it depends. More... | |
![]() | |
vari (double x) | |
Construct a variable implementation from a value. More... | |
vari (double x, bool stacked) | |
virtual | ~vari () |
Throw an illegal argument exception. More... | |
void | init_dependent () |
Initialize the adjoint for this (dependent) variable to 1. More... | |
void | set_zero_adjoint () |
Set the adjoint value of this variable to 0. More... | |
Public Attributes | |
const LDLT_alloc< R, C > * | alloc_ldlt_ |
![]() | |
const double | val_ |
The value of this variable. More... | |
double | adj_ |
The adjoint of this variable, which is the partial derivative of this variable with respect to the root variable. More... | |
Additional Inherited Members | |
![]() | |
static void * | operator new (size_t nbytes) |
Allocate memory from the underlying memory pool. More... | |
static void | operator delete (void *) |
Delete a pointer from the underlying memory pool. More... | |
Returns the log det of the matrix whose LDLT factorization is given See The Matrix Cookbook's chapter on Derivatives of a Determinant In this case, it is just the inverse of the underlying matrix.
A,which | is a LDLT_factor |
never |
Definition at line 24 of file log_determinant_ldlt.hpp.
|
inlineexplicit |
Definition at line 26 of file log_determinant_ldlt.hpp.
|
inlinevirtual |
Apply the chain rule to this variable based on the variables on which it depends.
The base implementation in this class is a no-op.
Reimplemented from stan::math::vari.
Definition at line 29 of file log_determinant_ldlt.hpp.
const LDLT_alloc<R, C>* stan::math::internal::log_det_ldlt_vari< R, C >::alloc_ldlt_ |
Definition at line 43 of file log_determinant_ldlt.hpp.