multiply.hpp

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#ifndef STAN__AGRAD__REV__MATRIX__MULTIPLY_HPP
#define STAN__AGRAD__REV__MATRIX__MULTIPLY_HPP

#include <stan/agrad/rev/var.hpp>
#include <stan/agrad/rev/matrix/Eigen_NumTraits.hpp>
#include <stan/agrad/rev/matrix/typedefs.hpp>
#include <stan/math/matrix/Eigen.hpp>
#include <stan/math/matrix/typedefs.hpp>
#include <stan/math/error_handling/matrix/check_multiplicable.hpp>
#include <stan/agrad/rev/matrix/to_var.hpp>
#include <stan/agrad/rev/matrix/dot_product.hpp>
#include <stan/agrad/rev/operators/operator_multiplication.hpp>
#include <boost/utility/enable_if.hpp>
#include <boost/type_traits.hpp>
#include <boost/math/tools/promotion.hpp>

namespace stan {
  namespace agrad {
    
    template <typename T1, typename T2>
    inline typename
    boost::enable_if_c< (boost::is_scalar<T1>::value || boost::is_same<T1,var>::value) &&
                        (boost::is_scalar<T2>::value || boost::is_same<T2,var>::value),
                        typename boost::math::tools::promote_args<T1,T2>::type>::type
    multiply(const T1& v, const T2& c) {
      return v * c;
    }

    template<typename T1,typename T2,int R2,int C2>
    inline Eigen::Matrix<var,R2,C2> multiply(const T1& c, 
                                             const Eigen::Matrix<T2, R2, C2>& m) {
      // FIXME:  pull out to eliminate overpromotion of one side
      // move to matrix.hpp w. promotion?
      return to_var(m) * to_var(c);
    }

    template<typename T1,int R1,int C1,typename T2>
    inline Eigen::Matrix<var,R1,C1> multiply(const Eigen::Matrix<T1, R1, C1>& m, 
                                             const T2& c) {
      return to_var(m) * to_var(c);
    }
    
    template<typename T1,int R1,int C1,typename T2,int R2,int C2>
    inline typename
    boost::enable_if_c< boost::is_same<T1,var>::value ||
                        boost::is_same<T2,var>::value,
                        Eigen::Matrix<var,R1,C2> >::type
    multiply(const Eigen::Matrix<T1,R1,C1>& m1,
             const Eigen::Matrix<T2,R2,C2>& m2) {
      stan::math::check_multiplicable("multiply(%1%)",m1,"m1",
                                      m2,"m2",(double*)0);
      Eigen::Matrix<var,R1,C2> result(m1.rows(),m2.cols());
      for (int i = 0; i < m1.rows(); i++) {
        typename Eigen::Matrix<T1,R1,C1>::ConstRowXpr crow(m1.row(i));
        for (int j = 0; j < m2.cols(); j++) {
          typename Eigen::Matrix<T2,R2,C2>::ConstColXpr ccol(m2.col(j));
          if (j == 0) {
            if (i == 0) {
              result(i,j) = var(new dot_product_vari<T1,T2>(crow,ccol));
            }
            else {
              dot_product_vari<T1,T2> *v2 = static_cast<dot_product_vari<T1,T2>*>(result(0,j).vi_);
              result(i,j) = var(new dot_product_vari<T1,T2>(crow,ccol,NULL,v2));
            }
          }
          else { 
            if (i == 0) {
              dot_product_vari<T1,T2> *v1 = static_cast<dot_product_vari<T1,T2>*>(result(i,0).vi_);
              result(i,j) = var(new dot_product_vari<T1,T2>(crow,ccol,v1,NULL));
            }
            else /* if (i != 0 && j != 0) */ {
              dot_product_vari<T1,T2> *v1 = static_cast<dot_product_vari<T1,T2>*>(result(i,0).vi_);
              dot_product_vari<T1,T2> *v2 = static_cast<dot_product_vari<T1,T2>*>(result(0,j).vi_);
              result(i,j) = var(new dot_product_vari<T1,T2>(crow,ccol,v1,v2));
            }
          }
        }
      }
      return result;
    }

    template <typename T1,int C1,typename T2,int R2>
    inline typename
    boost::enable_if_c< boost::is_same<T1,var>::value ||
                        boost::is_same<T2,var>::value, var >::type
    multiply(const Eigen::Matrix<T1, 1, C1>& rv, 
             const Eigen::Matrix<T2, R2, 1>& v) {
      if (rv.size() != v.size())
        throw std::domain_error("row vector and vector must be same length in multiply");
      return dot_product(rv, v);
    }

  }
}
#endif