Independent (input) and dependent (output) variables for gradients. More...

#include <var.hpp>

Public Types
typedef double	Scalar

Public Member Functions
bool	is_uninitialized ()
	Return `true` if this variable has been declared, but not been defined. More...

	var (vari *vi)
	Construct a variable from a pointer to a variable implementation. More...

	var ()
	Construct a variable for later assignment. More...

	var (bool b)
	Construct a variable by static casting the specified value to `double`. More...

	var (char c)
	Construct a variable by static casting the specified value to `double`. More...

	var (short n)
	Construct a variable by static casting the specified value to `double`. More...

	var (unsigned short n)
	Construct a variable by static casting the specified value to `double`. More...

	var (int n)
	Construct a variable by static casting the specified value to `double`. More...

	var (unsigned int n)
	Construct a variable by static casting the specified value to `double`. More...

	var (long int n)
	Construct a variable by static casting the specified value to `double`. More...

	var (unsigned long int n)
	Construct a variable by static casting the specified value to `double`. More...

	var (unsigned long long n)
	Construct a variable by static casting the specified value to `double`. More...

	var (long long n)
	Construct a variable by static casting the specified value to `double`. More...

	var (float x)
	Construct a variable by static casting the specified value to `double`. More...

	var (double x)
	Construct a variable with the specified value. More...

	var (long double x)
	Construct a variable by static casting the specified value to `double`. More...

double	val () const
	Return the value of this variable. More...

double	adj () const
	Return the derivative of the root expression with respect to this expression. More...

void	grad (std::vector< var > &x, std::vector< double > &g)
	Compute the gradient of this (dependent) variable with respect to the specified vector of (independent) variables, assigning the specified vector to the gradient. More...

vari &	operator* ()
	Return a reference to underlying implementation of this variable. More...

vari *	operator-> ()
	Return a pointer to the underlying implementation of this variable. More...

var &	operator+= (const var &b)
	The compound add/assignment operator for variables (C++). More...

var &	operator+= (const double b)
	The compound add/assignment operator for scalars (C++). More...

var &	operator-= (const var &b)
	The compound subtract/assignment operator for variables (C++). More...

var &	operator-= (const double b)
	The compound subtract/assignment operator for scalars (C++). More...

var &	operator*= (const var &b)
	The compound multiply/assignment operator for variables (C++). More...

var &	operator*= (const double b)
	The compound multiply/assignment operator for scalars (C++). More...

var &	operator/= (const var &b)
	The compound divide/assignment operator for variables (C++). More...

var &	operator/= (const double b)
	The compound divide/assignment operator for scalars (C++). More...

Public Attributes
vari *	vi_
	Pointer to the implementation of this variable. More...

Friends
std::ostream &	operator<< (std::ostream &os, const var &v)
	Write the value of this auto-dif variable and its adjoint to the specified output stream. More...

Detailed Description

Independent (input) and dependent (output) variables for gradients.

This class acts as a smart pointer, with resources managed by an agenda-based memory manager scoped to a single gradient calculation.

An agrad::var is constructed with a double and used like any other scalar. Arithmetical functions like negation, addition, and subtraction, as well as a range of mathematical functions like exponentiation and powers are overridden to operate on agrad::var values objects.

Definition at line 27 of file var.hpp.

Member Typedef Documentation

typedef double stan::agrad::var::Scalar

Definition at line 31 of file var.hpp.

Constructor & Destructor Documentation

stan::agrad::var::var ( vari * vi )

inlineexplicit

Construct a variable from a pointer to a variable implementation.

Parameters

vi	Variable implementation.

Definition at line 60 of file var.hpp.

stan::agrad::var::var ( )

inline

Construct a variable for later assignment.

This is implemented as a no-op, leaving the underlying implementation dangling. Before an assignment, the behavior is thus undefined just as for a basic double.

Definition at line 71 of file var.hpp.

stan::agrad::var::var ( bool b )

inline

Construct a variable by static casting the specified value to double.

Parameters

b Value.

Definition at line 81 of file var.hpp.

stan::agrad::var::var ( char c )

inline

Construct a variable by static casting the specified value to double.

Parameters

c Value.

Definition at line 91 of file var.hpp.

stan::agrad::var::var ( short n )

inline

Construct a variable by static casting the specified value to double.

Parameters

n Value.

Definition at line 101 of file var.hpp.

stan::agrad::var::var ( unsigned short n )

inline

Construct a variable by static casting the specified value to double.

Parameters

n Value.

Definition at line 111 of file var.hpp.

stan::agrad::var::var ( int n )

inline

Construct a variable by static casting the specified value to double.

Parameters

n Value.

Definition at line 121 of file var.hpp.

stan::agrad::var::var ( unsigned int n )

inline

Construct a variable by static casting the specified value to double.

Parameters

n Value.

Definition at line 131 of file var.hpp.

stan::agrad::var::var ( long int n )

inline

Construct a variable by static casting the specified value to double.

Parameters

n Value.

Definition at line 141 of file var.hpp.

stan::agrad::var::var ( unsigned long int n )

inline

Construct a variable by static casting the specified value to double.

Parameters

n Value.

Definition at line 151 of file var.hpp.

stan::agrad::var::var ( unsigned long long n )

inline

Construct a variable by static casting the specified value to double.

Parameters

n Value.

Definition at line 161 of file var.hpp.

stan::agrad::var::var ( long long n )

inline

Construct a variable by static casting the specified value to double.

Parameters

n Value.

Definition at line 171 of file var.hpp.

stan::agrad::var::var ( float x )

inline

Construct a variable by static casting the specified value to double.

Parameters

x Value.

Definition at line 181 of file var.hpp.

stan::agrad::var::var ( double x )

inline

Construct a variable with the specified value.

Parameters

x	Value of the variable.

Definition at line 190 of file var.hpp.

stan::agrad::var::var ( long double x )

inline

Construct a variable by static casting the specified value to double.

Parameters

x Value.

Definition at line 200 of file var.hpp.

Member Function Documentation

double stan::agrad::var::adj ( ) const

inline

Return the derivative of the root expression with respect to this expression.

This method only works after one of the grad() methods has been called.

Returns: Adjoint value for this variable.

Definition at line 221 of file var.hpp.

void stan::agrad::var::grad	(	std::vector< var > &	x,
		std::vector< double > &	g
	)

inline

Compute the gradient of this (dependent) variable with respect to the specified vector of (independent) variables, assigning the specified vector to the gradient.

The grad() function does not recover memory. In Stan 2.4 and earlier, this function did recover memory.

Parameters

x	Vector of independent variables.
g	Gradient vector of partial derivatives of this variable with respect to x.

Definition at line 237 of file var.hpp.

bool stan::agrad::var::is_uninitialized ( )

inline

Return true if this variable has been declared, but not been defined.

Any attempt to use an undefined variable's value or adjoint will result in a segmentation fault.

Returns: true if this variable does not yet have a defined variable.

Definition at line 51 of file var.hpp.

vari& stan::agrad::var::operator* ( )

inline

Return a reference to underlying implementation of this variable.

If x is of type var, then applying this operator, *x, has the same behavior as *(x.vi_).

Warning: The returned reference does not track changes to this variable.

Returns: variable

Definition at line 259 of file var.hpp.

var & stan::agrad::var::operator*= ( const var & b )

inline

The compound multiply/assignment operator for variables (C++).

If this variable is a and the argument is the variable b, then (a *= b) behaves exactly the same way as (a = a * b). Note that the result is an assignable lvalue.

Parameters

b	The variable to multiply this variable by.

Returns: The result of multiplying this variable by the specified variable.

Definition at line 10 of file operator_multiply_equal.hpp.

var & stan::agrad::var::operator*= ( const double b )

inline

The compound multiply/assignment operator for scalars (C++).

If this variable is a and the argument is the scalar b, then (a *= b) behaves exactly the same way as (a = a * b). Note that the result is an assignable lvalue.

Parameters

b	The scalar to multiply this variable by.

Returns: The result of multplying this variable by the specified variable.

Definition at line 15 of file operator_multiply_equal.hpp.

var & stan::agrad::var::operator+= ( const var & b )

inline

The compound add/assignment operator for variables (C++).

If this variable is a and the argument is the variable b, then (a += b) behaves exactly the same way as (a = a + b), creating an intermediate variable representing (a + b).

Parameters

b	The variable to add to this variable.

Returns: The result of adding the specified variable to this variable.

Definition at line 10 of file operator_plus_equal.hpp.

var & stan::agrad::var::operator+= ( const double b )

inline

The compound add/assignment operator for scalars (C++).

If this variable is a and the argument is the scalar b, then (a += b) behaves exactly the same way as (a = a + b). Note that the result is an assignable lvalue.

Parameters

b	The scalar to add to this variable.

Returns: The result of adding the specified variable to this variable.

Definition at line 15 of file operator_plus_equal.hpp.

var & stan::agrad::var::operator-= ( const var & b )

inline

The compound subtract/assignment operator for variables (C++).

If this variable is a and the argument is the variable b, then (a -= b) behaves exactly the same way as (a = a - b). Note that the result is an assignable lvalue.

Parameters

b	The variable to subtract from this variable.

Returns: The result of subtracting the specified variable from this variable.

Definition at line 10 of file operator_minus_equal.hpp.

var & stan::agrad::var::operator-= ( const double b )

inline

The compound subtract/assignment operator for scalars (C++).

If this variable is a and the argument is the scalar b, then (a -= b) behaves exactly the same way as (a = a - b). Note that the result is an assignable lvalue.

Parameters

b	The scalar to subtract from this variable.

Returns: The result of subtracting the specified variable from this variable.

Definition at line 15 of file operator_minus_equal.hpp.

vari* stan::agrad::var::operator-> ( )

inline

Return a pointer to the underlying implementation of this variable.

If x is of type var, then applying this operator, x->, behaves the same way as x.vi_->.

Warning: The returned result does not track changes to this variable.

Definition at line 273 of file var.hpp.

var & stan::agrad::var::operator/= ( const var & b )

inline

The compound divide/assignment operator for variables (C++).

If this variable is a and the argument is the variable b, then (a /= b) behaves exactly the same way as (a = a / b). Note that the result is an assignable lvalue.

Parameters

b	The variable to divide this variable by.

Returns: The result of dividing this variable by the specified variable.

Definition at line 10 of file operator_divide_equal.hpp.

var & stan::agrad::var::operator/= ( const double b )

inline

The compound divide/assignment operator for scalars (C++).

If this variable is a and the argument is the scalar b, then (a /= b) behaves exactly the same way as (a = a / b). Note that the result is an assignable lvalue.

Parameters

b	The scalar to divide this variable by.

Returns: The result of dividing this variable by the specified variable.

Definition at line 15 of file operator_divide_equal.hpp.

double stan::agrad::var::val ( ) const

inline

Return the value of this variable.

Returns: The value of this variable.

Definition at line 209 of file var.hpp.

Friends And Related Function Documentation

std::ostream& operator<<	(	std::ostream &	os,
		const var &	v
	)

friend

Write the value of this auto-dif variable and its adjoint to the specified output stream.

Parameters

os	Output stream to which to write.
v	Variable to write.

Returns: Reference to the specified output stream.

Definition at line 388 of file var.hpp.

Member Data Documentation

vari* stan::agrad::var::vi_

Pointer to the implementation of this variable.

This value should not be modified, but may be accessed in var operators to construct vari instances.

Definition at line 40 of file var.hpp.

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

src/stan/agrad/rev/var.hpp
src/stan/agrad/rev/operators/operator_divide_equal.hpp
src/stan/agrad/rev/operators/operator_minus_equal.hpp
src/stan/agrad/rev/operators/operator_multiply_equal.hpp
src/stan/agrad/rev/operators/operator_plus_equal.hpp

Public Types

Public Member Functions

Public Attributes

Friends

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation