Stan Math Library  2.20.0
reverse mode automatic differentiation
inv_Phi.hpp
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1 #ifndef STAN_MATH_REV_SCAL_FUN_INV_PHI_HPP
2 #define STAN_MATH_REV_SCAL_FUN_INV_PHI_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 inv_Phi_vari : public op_v_vari {
14  public:
15  explicit inv_Phi_vari(vari* avi) : op_v_vari(inv_Phi(avi->val_), avi) {}
16  void chain() {
17  static const double NEG_HALF = -0.5;
18  avi_->adj_
19  += adj_ * SQRT_2_TIMES_SQRT_PI / std::exp(NEG_HALF * val_ * val_);
20  }
21 };
22 } // namespace internal
23 
34 inline var inv_Phi(const var& p) {
35  return var(new internal::inv_Phi_vari(p.vi_));
36 }
37 
38 } // namespace math
39 } // namespace stan
40 #endif
fvar< T > inv_Phi(const fvar< T > &p)
Definition: inv_Phi.hpp:14
The variable implementation base class.
Definition: vari.hpp:30
void chain()
Apply the chain rule to this variable based on the variables on which it depends. ...
Definition: inv_Phi.hpp:16
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
const double SQRT_2_TIMES_SQRT_PI
Definition: constants.hpp:134
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:11
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

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