Stan Math Library  2.20.0
reverse mode automatic differentiation
Public Member Functions | Public Attributes | List of all members
stan::math::internal::log_det_ldlt_vari< R, C > Class Template Reference

Returns the log det of the matrix whose LDLT factorization is given See The Matrix Cookbook's chapter on Derivatives of a Determinant In this case, it is just the inverse of the underlying matrix. More...

#include <log_determinant_ldlt.hpp>

Inheritance diagram for stan::math::internal::log_det_ldlt_vari< R, C >:
stan::math::vari

Public Member Functions

 log_det_ldlt_vari (const LDLT_factor< var, R, C > &A)
 
virtual void chain ()
 Apply the chain rule to this variable based on the variables on which it depends. More...
 
- Public Member Functions inherited from stan::math::vari
 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

const LDLT_alloc< R, C > * alloc_ldlt_
 
- Public Attributes inherited from stan::math::vari
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

- Static Public Member Functions inherited from stan::math::vari
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...
 

Detailed Description

template<int R, int C>
class stan::math::internal::log_det_ldlt_vari< R, C >

Returns the log det of the matrix whose LDLT factorization is given See The Matrix Cookbook's chapter on Derivatives of a Determinant In this case, it is just the inverse of the underlying matrix.

Parameters
A,whichis a LDLT_factor
Returns
ln(det(A))
Exceptions
never

Definition at line 24 of file log_determinant_ldlt.hpp.

Constructor & Destructor Documentation

◆ log_det_ldlt_vari()

template<int R, int C>
stan::math::internal::log_det_ldlt_vari< R, C >::log_det_ldlt_vari ( const LDLT_factor< var, R, C > &  A)
inlineexplicit

Definition at line 26 of file log_determinant_ldlt.hpp.

Member Function Documentation

◆ chain()

template<int R, int C>
virtual void stan::math::internal::log_det_ldlt_vari< R, C >::chain ( )
inlinevirtual

Apply the chain rule to this variable based on the variables on which it depends.

The base implementation in this class is a no-op.

Reimplemented from stan::math::vari.

Definition at line 29 of file log_determinant_ldlt.hpp.

Member Data Documentation

◆ alloc_ldlt_

template<int R, int C>
const LDLT_alloc<R, C>* stan::math::internal::log_det_ldlt_vari< R, C >::alloc_ldlt_

Definition at line 43 of file log_determinant_ldlt.hpp.


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

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