multiply_log.hpp

Go to the documentation of this file.

#ifndef STAN__AGRAD__REV__FUNCTIONS__MULTIPLY_LOG_HPP
#define STAN__AGRAD__REV__FUNCTIONS__MULTIPLY_LOG_HPP

#include <limits>
#include <stan/agrad/rev/var.hpp>
#include <stan/agrad/rev/internal/vv_vari.hpp>
#include <stan/agrad/rev/internal/vd_vari.hpp>
#include <stan/agrad/rev/internal/dv_vari.hpp>
#include <stan/agrad/rev/functions/log.hpp>
#include <stan/math/functions/multiply_log.hpp>
#include <boost/math/special_functions/fpclassify.hpp>

namespace stan {
  namespace agrad {

    namespace {
      class multiply_log_vv_vari : public op_vv_vari {
      public:
        multiply_log_vv_vari(vari* avi, vari* bvi) :
          op_vv_vari(stan::math::multiply_log(avi->val_,bvi->val_),avi,bvi) {
        }
        void chain() {
          using std::log;
          if (unlikely(boost::math::isnan(avi_->val_)
                       || boost::math::isnan(bvi_->val_))) {
            avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
            bvi_->adj_ = std::numeric_limits<double>::quiet_NaN();
          } else {
            avi_->adj_ += adj_ * log(bvi_->val_);
            if (bvi_->val_ == 0.0 && avi_->val_ == 0)
              bvi_->adj_ += adj_ * std::numeric_limits<double>::infinity();
            else
              bvi_->adj_ += adj_ * avi_->val_ / bvi_->val_;
          }
        }
      };
      class multiply_log_vd_vari : public op_vd_vari {
      public:
        multiply_log_vd_vari(vari* avi, double b) :
          op_vd_vari(stan::math::multiply_log(avi->val_,b),avi,b) {
        }
        void chain() {
          using std::log;
          if (unlikely(boost::math::isnan(avi_->val_)
                       || boost::math::isnan(bd_)))
            avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
          else
            avi_->adj_ += adj_ * log(bd_);
        }
      };
      class multiply_log_dv_vari : public op_dv_vari {
      public:
        multiply_log_dv_vari(double a, vari* bvi) :
          op_dv_vari(stan::math::multiply_log(a,bvi->val_),a,bvi) {
        }
        void chain() {
          if (bvi_->val_ == 0.0 && ad_ == 0.0)
            bvi_->adj_ += adj_ * std::numeric_limits<double>::infinity();
          else
            bvi_->adj_ += adj_ * ad_ / bvi_->val_;
        }
      };
    }

    inline var multiply_log(const var& a, const var& b) {
      return var(new multiply_log_vv_vari(a.vi_,b.vi_));
    }
    inline var multiply_log(const var& a, const double b) {
      return var(new multiply_log_vd_vari(a.vi_,b));
    }
    inline var multiply_log(const double a, const var& b) {
      if (a == 1.0)
        return log(b);
      return var(new multiply_log_dv_vari(a,b.vi_));
    }

  }
}
#endif