Stan Math Library  2.20.0
reverse mode automatic differentiation
lmgamma.hpp
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1 #ifndef STAN_MATH_REV_SCAL_FUN_LMGAMMA_HPP
2 #define STAN_MATH_REV_SCAL_FUN_LMGAMMA_HPP
3 
4 #include <stan/math/rev/meta.hpp>
5 #include <stan/math/rev/core.hpp>
8 
9 namespace stan {
10 namespace math {
11 
12 namespace internal {
13 class lmgamma_dv_vari : public op_dv_vari {
14  public:
15  lmgamma_dv_vari(int a, vari* bvi)
16  : op_dv_vari(lmgamma(a, bvi->val_), a, bvi) {}
17  void chain() {
18  double deriv = 0;
19  for (int i = 1; i < ad_ + 1; i++)
20  deriv += digamma(bvi_->val_ + (1.0 - i) / 2.0);
21  bvi_->adj_ += adj_ * deriv;
22  }
23 };
24 } // namespace internal
25 
26 inline var lmgamma(int a, const var& b) {
27  return var(new internal::lmgamma_dv_vari(a, b.vi_));
28 }
29 
30 } // namespace math
31 } // namespace stan
32 #endif
void chain()
Apply the chain rule to this variable based on the variables on which it depends. ...
Definition: lmgamma.hpp:17
The variable implementation base class.
Definition: vari.hpp:30
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:33
friend class var
Definition: vari.hpp:32
const double val_
The value of this variable.
Definition: vari.hpp:38
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:45
double adj_
The adjoint of this variable, which is the partial derivative of this variable with respect to the ro...
Definition: vari.hpp:44
fvar< typename stan::return_type< T, int >::type > lmgamma(int x1, const fvar< T > &x2)
Definition: lmgamma.hpp:13
fvar< T > digamma(const fvar< T > &x)
Return the derivative of the log gamma function at the specified argument.
Definition: digamma.hpp:23

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