1 #ifndef STAN_MATH_OPENCL_PRIM_DOUBLE_EXPONENTIAL_LCDF_HPP
2 #define STAN_MATH_OPENCL_PRIM_DOUBLE_EXPONENTIAL_LCDF_HPP
3 #ifdef STAN_OPENCL
4
5 #include <stan/math/prim/meta.hpp>
6 #include <stan/math/prim/err.hpp>
7 #include <stan/math/prim/fun/constants.hpp>
8 #include <stan/math/prim/fun/elt_divide.hpp>
9 #include <stan/math/prim/fun/elt_multiply.hpp>
10 #include <stan/math/opencl/kernel_generator.hpp>
11 #include <stan/math/prim/functor/operands_and_partials.hpp>
12
13 namespace stan {
14 namespace math {
15
16 /** \ingroup opencl
17 * Returns the double exponential log cumulative density function. Given
18 * containers of matching sizes, returns the log sum of probabilities.
19 *
20 * @tparam T_y_cl type of scalar outcome
21 * @tparam T_loc_cl type of location
22 * @tparam T_scale_cl type of scale
23 * @param y (Sequence of) scalar(s).
24 * @param mu (Sequence of) location(s).
25 * @param sigma (Sequence of) scale(s).
26 * @return The log of the product of densities.
27 */
28 template <
29 typename T_y_cl, typename T_loc_cl, typename T_scale_cl,
30 require_all_prim_or_rev_kernel_expression_t<T_y_cl, T_loc_cl,
31 T_scale_cl>* = nullptr,
32 require_any_not_stan_scalar_t<T_y_cl, T_loc_cl, T_scale_cl>* = nullptr>
double_exponential_lcdf(const T_y_cl & y,const T_loc_cl & mu,const T_scale_cl & sigma)33 return_type_t<T_y_cl, T_loc_cl, T_scale_cl> double_exponential_lcdf(
34 const T_y_cl& y, const T_loc_cl& mu, const T_scale_cl& sigma) {
35 static const char* function = "double_exponential_lcdf(OpenCL)";
36 using T_partials_return = partials_return_t<T_y_cl, T_loc_cl, T_scale_cl>;
37 using std::isfinite;
38 using std::isnan;
39
40 check_consistent_sizes(function, "Random variable", y, "Location parameter",
41 mu, "Scale parameter", sigma);
42 const size_t N = max_size(y, mu, sigma);
43 if (N == 0) {
44 return 0.0;
45 }
46
47 const auto& y_col = as_column_vector_or_scalar(y);
48 const auto& mu_col = as_column_vector_or_scalar(mu);
49 const auto& sigma_col = as_column_vector_or_scalar(sigma);
50
51 const auto& y_val = value_of(y_col);
52 const auto& mu_val = value_of(mu_col);
53 const auto& sigma_val = value_of(sigma_col);
54
55 auto check_y_not_nan
56 = check_cl(function, "Random variable", y_val, "not NaN");
57 auto y_not_nan_expr = !isnan(y_val);
58 auto check_mu_finite
59 = check_cl(function, "Location parameter", mu_val, "finite");
60 auto mu_finite_expr = isfinite(mu_val);
61 auto check_sigma_positive_finite
62 = check_cl(function, "Scale parameter", sigma_val, "positive finite");
63 auto sigma_positive_finite_expr = 0 < sigma_val && isfinite(sigma_val);
64
65 auto sigma_inv = elt_divide(1.0, sigma_val);
66 auto scaled_diff = elt_multiply(y_val - mu_val, sigma_inv);
67 auto cond = y_val < mu_val;
68 auto y_deriv = select(cond, sigma_inv,
69 elt_divide(sigma_inv, 2.0 * exp(scaled_diff) - 1.0));
70 auto cdf_log_expr = colwise_sum(
71 select(cond, LOG_HALF + scaled_diff, log1m(0.5 * exp(-scaled_diff))));
72 auto mu_deriv = -y_deriv;
73 auto sigma_deriv = elt_multiply(mu_deriv, scaled_diff);
74
75 matrix_cl<double> cdf_log_cl;
76 matrix_cl<double> mu_deriv_cl;
77 matrix_cl<double> y_deriv_cl;
78 matrix_cl<double> sigma_deriv_cl;
79
80 results(check_y_not_nan, check_mu_finite, check_sigma_positive_finite,
81 cdf_log_cl, y_deriv_cl, mu_deriv_cl, sigma_deriv_cl)
82 = expressions(y_not_nan_expr, mu_finite_expr, sigma_positive_finite_expr,
83 cdf_log_expr, calc_if<!is_constant<T_y_cl>::value>(y_deriv),
84 calc_if<!is_constant<T_loc_cl>::value>(mu_deriv),
85 calc_if<!is_constant<T_scale_cl>::value>(sigma_deriv));
86
87 T_partials_return cdf_log = (from_matrix_cl(cdf_log_cl)).sum();
88
89 operands_and_partials<decltype(y_col), decltype(mu_col), decltype(sigma_col)>
90 ops_partials(y_col, mu_col, sigma_col);
91
92 if (!is_constant<T_y_cl>::value) {
93 ops_partials.edge1_.partials_ = std::move(y_deriv_cl);
94 }
95 if (!is_constant<T_loc_cl>::value) {
96 ops_partials.edge2_.partials_ = std::move(mu_deriv_cl);
97 }
98 if (!is_constant<T_scale_cl>::value) {
99 ops_partials.edge3_.partials_ = std::move(sigma_deriv_cl);
100 }
101 return ops_partials.build(cdf_log);
102 }
103
104 } // namespace math
105 } // namespace stan
106 #endif
107 #endif
108