operator_multiplication.hpp

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#ifndef STAN__AGRAD__REV__OPERATORS__OPERATOR_MULTIPLICATION_HPP
#define STAN__AGRAD__REV__OPERATORS__OPERATOR_MULTIPLICATION_HPP

#include <stan/agrad/rev/var.hpp>
#include <stan/agrad/rev/internal/vv_vari.hpp>
#include <stan/agrad/rev/internal/vd_vari.hpp>
#include <boost/math/special_functions/fpclassify.hpp>

namespace stan {
  namespace agrad {

    namespace {
      class multiply_vv_vari : public op_vv_vari {
      public:
        multiply_vv_vari(vari* avi, vari* bvi) :
          op_vv_vari(avi->val_ * bvi->val_, avi, bvi) {
        }
        void chain() {
          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_ += bvi_->val_ * adj_;
            bvi_->adj_ += avi_->val_ * adj_;
          }
        }
      };

      class multiply_vd_vari : public op_vd_vari {
      public:
        multiply_vd_vari(vari* avi, double b) :
          op_vd_vari(avi->val_ * b, avi, b) {
        }
        void chain() {
          if (unlikely(boost::math::isnan(avi_->val_)
                       || boost::math::isnan(bd_)))
            avi_->adj_ = std::numeric_limits<double>::quiet_NaN();
          else
            avi_->adj_ += adj_ * bd_;
        }
      };
    }

    inline var operator*(const var& a, const var& b) {
      return var(new multiply_vv_vari(a.vi_,b.vi_));
    }

    inline var operator*(const var& a, const double b) {
      if (b == 1.0)
        return a;
      return var(new multiply_vd_vari(a.vi_,b));
    }

    inline var operator*(const double a, const var& b) {
      if (a == 1.0)
        return b;
      return var(new multiply_vd_vari(b.vi_,a)); // by symmetry
    }

  }
}
#endif