Stan Math Library  2.20.0
reverse mode automatic differentiation
log_diff_exp.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_FUN_LOG_DIFF_EXP_HPP
2 #define STAN_MATH_PRIM_SCAL_FUN_LOG_DIFF_EXP_HPP
3 
7 #include <boost/math/tools/promotion.hpp>
8 
9 namespace stan {
10 namespace math {
11 
47 template <typename T1, typename T2>
48 inline typename boost::math::tools::promote_args<T1, T2>::type log_diff_exp(
49  const T1 x, const T2 y) {
50  if (x <= y)
51  return NOT_A_NUMBER;
52  return x + log1m_exp(y - x);
53 }
54 
55 } // namespace math
56 } // namespace stan
57 
58 #endif
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 > log1m_exp(const fvar< T > &x)
Return the natural logarithm of one minus the exponentiation of the specified argument.
Definition: log1m_exp.hpp:23

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