precomputed_gradients.hpp

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#ifndef STAN__AGRAD__REV__INTERNAL__PRECOMPUTED_GRADIENTS_HPP
#define STAN__AGRAD__REV__INTERNAL__PRECOMPUTED_GRADIENTS_HPP

#include <iostream>
#include <vector>
#include <stdexcept>
#include <stan/agrad/rev/vari.hpp>
#include <stan/agrad/rev/var.hpp>

namespace stan {
  namespace agrad {
    
    class precomputed_gradients_vari : public vari {
    protected:
      std::vector<vari *> varis_;
      std::vector<double> gradients_;

    public:
      precomputed_gradients_vari(const double val,
                                 std::vector<vari *>& varis,
                                 const std::vector<double>& gradients) 
        : vari(val),
          varis_(varis),
          gradients_(gradients) {
        if (varis_.size() != gradients_.size())
          throw std::invalid_argument("sizes of varis and gradients do not match");
      }
      
      void chain() {
        for (size_t n = 0; n < varis_.size(); n++) {
          varis_[n]->adj_ += adj_ * gradients_[n];
        }
      }
    };

    
    var precomputed_gradients(const double value,
                              const std::vector<var>& vars,
                              const std::vector<double>& gradients) {
      std::vector<vari *> varis;
      varis.resize(vars.size());
      for (size_t n = 0; n < vars.size(); n++) {
        varis[n] = vars[n].vi_;
      }
      return var(new precomputed_gradients_vari(value, varis, gradients));
    }
  }
}
#endif