Stan Math Library  2.20.0
reverse mode automatic differentiation
Public Member Functions | Public Attributes | List of all members
stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type > Class Template Reference

This template builds partial derivatives with respect to a set of operands. More...

#include <operands_and_partials.hpp>

Public Member Functions

 operands_and_partials (const Op1 &)
 
 operands_and_partials (const Op1 &, const Op2 &)
 
 operands_and_partials (const Op1 &, const Op2 &, const Op3 &)
 
 operands_and_partials (const Op1 &, const Op2 &, const Op3 &, const Op4 &)
 
 operands_and_partials (const Op1 &, const Op2 &, const Op3 &, const Op4 &, const Op5 &)
 
T_return_type build (double value)
 Build the node to be stored on the autodiff graph. More...
 

Public Attributes

internal::ops_partials_edge< double, Op1 > edge1_
 
internal::ops_partials_edge< double, Op2 > edge2_
 
internal::ops_partials_edge< double, Op3 > edge3_
 
internal::ops_partials_edge< double, Op4 > edge4_
 
internal::ops_partials_edge< double, Op5 > edge5_
 

Detailed Description

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
class stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >

This template builds partial derivatives with respect to a set of operands.

There are two reason for the generality of this class. The first is to handle vector and scalar arguments without needing to write additional code. The second is to use this class for writing probability distributions that handle primitives, reverse mode, and forward mode variables seamlessly.

Conceptually, this class is used when we want to manually calculate the derivative of a function and store this manual result on the autodiff stack in a sort of "compressed" form. Think of it like an easy-to-use interface to rev/core/precomputed_gradients.

This class supports nested container ("multivariate") use-cases as well by exposing a partials_vec_ member on edges of the appropriate type.

This base template is instantiated when all operands are primitives and we don't want to calculate derivatives at all. So all Op1 - Op5 must be arithmetic primitives like int or double. This is controlled with the T_return_type type parameter.

Template Parameters
Op1type of the first operand
Op2type of the second operand
Op3type of the third operand
Op4type of the fourth operand
Op5type of the fifth operand
T_return_typereturn type of the expression. This defaults to calling a template metaprogram that calculates the scalar promotion of Op1..Op4

Definition at line 13 of file operands_and_partials.hpp.

Constructor & Destructor Documentation

◆ operands_and_partials() [1/5]

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >::operands_and_partials ( const Op1 &  )
inlineexplicit

Definition at line 92 of file operands_and_partials.hpp.

◆ operands_and_partials() [2/5]

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >::operands_and_partials ( const Op1 &  ,
const Op2 &   
)
inline

Definition at line 93 of file operands_and_partials.hpp.

◆ operands_and_partials() [3/5]

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >::operands_and_partials ( const Op1 &  ,
const Op2 &  ,
const Op3 &   
)
inline

Definition at line 94 of file operands_and_partials.hpp.

◆ operands_and_partials() [4/5]

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >::operands_and_partials ( const Op1 &  ,
const Op2 &  ,
const Op3 &  ,
const Op4 &   
)
inline

Definition at line 96 of file operands_and_partials.hpp.

◆ operands_and_partials() [5/5]

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >::operands_and_partials ( const Op1 &  ,
const Op2 &  ,
const Op3 &  ,
const Op4 &  ,
const Op5 &   
)
inline

Definition at line 98 of file operands_and_partials.hpp.

Member Function Documentation

◆ build()

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
T_return_type stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >::build ( double  value)
inline

Build the node to be stored on the autodiff graph.

This should contain both the value and the tangent.

For scalars (this implementation), we don't calculate any derivatives. For reverse mode, we end up returning a type of var that will calculate the appropriate adjoint using the stored operands and partials. Forward mode just calculates the tangent on the spot and returns it in a vanilla fvar.

Parameters
valuethe return value of the function we are compressing
Returns
the value with its derivative

Definition at line 115 of file operands_and_partials.hpp.

Member Data Documentation

◆ edge1_

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
internal::ops_partials_edge<double, Op1> stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >::edge1_

Definition at line 118 of file operands_and_partials.hpp.

◆ edge2_

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
internal::ops_partials_edge<double, Op2> stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >::edge2_

Definition at line 119 of file operands_and_partials.hpp.

◆ edge3_

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
internal::ops_partials_edge<double, Op3> stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >::edge3_

Definition at line 120 of file operands_and_partials.hpp.

◆ edge4_

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
internal::ops_partials_edge<double, Op4> stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >::edge4_

Definition at line 121 of file operands_and_partials.hpp.

◆ edge5_

template<typename Op1, typename Op2, typename Op3, typename Op4, typename Op5, typename T_return_type>
internal::ops_partials_edge<double, Op5> stan::math::operands_and_partials< Op1, Op2, Op3, Op4, Op5, T_return_type >::edge5_

Definition at line 122 of file operands_and_partials.hpp.


The documentation for this class was generated from the following file:

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