Stan Math Library  2.20.0
reverse mode automatic differentiation
log_diff_exp.hpp
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1 #ifndef STAN_MATH_FWD_SCAL_FUN_LOG_DIFF_EXP_HPP
2 #define STAN_MATH_FWD_SCAL_FUN_LOG_DIFF_EXP_HPP
3 
4 #include <stan/math/fwd/meta.hpp>
5 #include <stan/math/fwd/core.hpp>
9 
10 namespace stan {
11 namespace math {
12 
13 template <typename T>
14 inline fvar<T> log_diff_exp(const fvar<T>& x1, const fvar<T>& x2) {
15  using std::exp;
16  if (x1.val_ <= x2.val_)
18  return fvar<T>(
19  log_diff_exp(x1.val_, x2.val_),
20  -(x1.d_ / expm1(x2.val_ - x1.val_) + x2.d_ / expm1(x1.val_ - x2.val_)));
21 }
22 
23 template <typename T1, typename T2>
24 inline fvar<T2> log_diff_exp(const T1& x1, const fvar<T2>& x2) {
25  using std::exp;
26  if (x1 <= x2.val_)
28  return fvar<T2>(log_diff_exp(x1, x2.val_), -x2.d_ / expm1(x1 - x2.val_));
29 }
30 
31 template <typename T1, typename T2>
32 inline fvar<T1> log_diff_exp(const fvar<T1>& x1, const T2& x2) {
33  using std::exp;
34  if (x1.val_ <= x2)
36  return fvar<T1>(log_diff_exp(x1.val_, x2), -x1.d_ / expm1(x2 - x1.val_));
37 }
38 } // namespace math
39 } // namespace stan
40 #endif
T d_
The tangent (derivative) of this variable.
Definition: fvar.hpp:50
const double NOT_A_NUMBER
(Quiet) not-a-number value.
Definition: constants.hpp:58
fvar< T > log_diff_exp(const fvar< T > &x1, const fvar< T > &x2)
fvar< T > expm1(const fvar< T > &x)
Definition: expm1.hpp:13
T val_
The value of this variable.
Definition: fvar.hpp:45
fvar< T > exp(const fvar< T > &x)
Definition: exp.hpp:11
This template class represents scalars used in forward-mode automatic differentiation, which consist of values and directional derivatives of the specified template type.
Definition: fvar.hpp:41

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