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Stan Math Library
2.20.0
reverse mode automatic differentiation
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#include <cholesky_decompose.hpp>
Public Member Functions | |
cholesky_opencl (const Eigen::Matrix< var, -1, -1 > &A, const Eigen::Matrix< double, -1, -1 > &L_A) | |
Constructor for OpenCL cholesky function. More... | |
void | symbolic_rev (matrix_cl &L, matrix_cl &L_adj) |
Symbolic adjoint calculation for cholesky factor A. More... | |
virtual void | chain () |
Reverse mode differentiation algorithm using OpenCL. More... | |
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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 | |
int | M_ |
vari ** | vari_ref_A_ |
vari ** | vari_ref_L_ |
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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 | |
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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... | |
Definition at line 254 of file cholesky_decompose.hpp.
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inline |
Constructor for OpenCL cholesky function.
Stores varis for A. Instantiates and stores varis for L. Instantiates and stores dummy vari for upper triangular part of var result returned in cholesky_decompose function call
variRefL aren't on the chainable autodiff stack, only used for storage and computation. Note that varis for L are constructed externally in cholesky_decompose.
A | matrix |
L_A | matrix, cholesky factor of A |
Definition at line 275 of file cholesky_decompose.hpp.
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inlinevirtual |
Reverse mode differentiation algorithm using OpenCL.
Reference:
Iain Murray: Differentiation of the Cholesky decomposition, 2016.
Reimplemented from stan::math::vari.
Definition at line 318 of file cholesky_decompose.hpp.
Symbolic adjoint calculation for cholesky factor A.
L | cholesky factor |
L_adj | matrix of adjoints of L |
Definition at line 299 of file cholesky_decompose.hpp.
int stan::math::cholesky_opencl::M_ |
Definition at line 256 of file cholesky_decompose.hpp.
vari** stan::math::cholesky_opencl::vari_ref_A_ |
Definition at line 257 of file cholesky_decompose.hpp.
vari** stan::math::cholesky_opencl::vari_ref_L_ |
Definition at line 258 of file cholesky_decompose.hpp.