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multiply.hpp
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1 #ifndef STAN_MATH_FWD_MAT_FUN_MULTIPLY_HPP
2 #define STAN_MATH_FWD_MAT_FUN_MULTIPLY_HPP
3
4 #include <stan/math/prim/mat/fun/Eigen.hpp>
5 #include <stan/math/prim/mat/fun/typedefs.hpp>
6 #include <stan/math/prim/mat/err/check_multiplicable.hpp>
7 #include <stan/math/fwd/core.hpp>
8 #include <stan/math/fwd/mat/fun/typedefs.hpp>
9 #include <stan/math/fwd/mat/fun/to_fvar.hpp>
10 #include <stan/math/fwd/mat/fun/dot_product.hpp>
11 #include <boost/math/tools/promotion.hpp>
12 #include <vector>
13
14 namespace stan {
15 namespace math {
16
17 template<typename T, int R1, int C1>
18 inline
19 Eigen::Matrix<fvar<T>, R1, C1>
20 multiply(const Eigen::Matrix<fvar<T>, R1, C1>& m, const fvar<T>& c) {
21 Eigen::Matrix<fvar<T>, R1, C1> res(m.rows(), m.cols());
22 for (int i = 0; i < m.rows(); i++) {
23 for (int j = 0; j < m.cols(); j++)
24 res(i, j) = c * m(i, j);
25 }
26 return res;
27 }
28
29 template<typename T, int R2, int C2>
30 inline
31 Eigen::Matrix<fvar<T>, R2, C2>
32 multiply(const Eigen::Matrix<fvar<T>, R2, C2>& m, const double c) {
33 Eigen::Matrix<fvar<T>, R2, C2> res(m.rows(), m.cols());
34 for (int i = 0; i < m.rows(); i++) {
35 for (int j = 0; j < m.cols(); j++)
36 res(i, j) = c * m(i, j);
37 }
38 return res;
39 }
40
41 template<typename T, int R1, int C1>
42 inline
43 Eigen::Matrix<fvar<T>, R1, C1>
44 multiply(const Eigen::Matrix<double, R1, C1>& m, const fvar<T>& c) {
45 Eigen::Matrix<fvar<T>, R1, C1> res(m.rows(), m.cols());
46 for (int i = 0; i < m.rows(); i++) {
47 for (int j = 0; j < m.cols(); j++)
48 res(i, j) = c * m(i, j);
49 }
50 return res;
51 }
52
53 template<typename T, int R1, int C1>
54 inline
55 Eigen::Matrix<fvar<T>, R1, C1>
56 multiply(const fvar<T>& c, const Eigen::Matrix<fvar<T>, R1, C1>& m) {
57 return multiply(m, c);
58 }
59
60 template<typename T, int R1, int C1>
61 inline
62 Eigen::Matrix<fvar<T>, R1, C1>
63 multiply(const double c, const Eigen::Matrix<fvar<T>, R1, C1>& m) {
64 return multiply(m, c);
65 }
66
67 template<typename T, int R1, int C1>
68 inline
69 Eigen::Matrix<fvar<T>, R1, C1>
70 multiply(const fvar<T>& c, const Eigen::Matrix<double, R1, C1>& m) {
71 return multiply(m, c);
72 }
73
74 template<typename T, int R1, int C1, int R2, int C2>
75 inline
76 Eigen::Matrix<fvar<T>, R1, C2>
77 multiply(const Eigen::Matrix<fvar<T>, R1, C1>& m1,
78 const Eigen::Matrix<fvar<T>, R2, C2>& m2) {
79 stan::math::check_multiplicable("multiply",
80 "m1", m1,
81 "m2", m2);
82 Eigen::Matrix<fvar<T>, R1, C2> result(m1.rows(), m2.cols());
83 for (size_type i = 0; i < m1.rows(); i++) {
84 Eigen::Matrix<fvar<T>, 1, C1> crow = m1.row(i);
85 for (size_type j = 0; j < m2.cols(); j++) {
86 Eigen::Matrix<fvar<T>, R2, 1> ccol = m2.col(j);
87 result(i, j) = stan::math::dot_product(crow, ccol);
88 }
89 }
90 return result;
91 }
92
93 template<typename T, int R1, int C1, int R2, int C2>
94 inline
95 Eigen::Matrix<fvar<T>, R1, C2>
96 multiply(const Eigen::Matrix<fvar<T>, R1, C1>& m1,
97 const Eigen::Matrix<double, R2, C2>& m2) {
98 stan::math::check_multiplicable("multiply",
99 "m1", m1,
100 "m2", m2);
101 Eigen::Matrix<fvar<T>, R1, C2> result(m1.rows(), m2.cols());
102 for (size_type i = 0; i < m1.rows(); i++) {
103 Eigen::Matrix<fvar<T>, 1, C1> crow = m1.row(i);
104 for (size_type j = 0; j < m2.cols(); j++) {
105 Eigen::Matrix<double, R2, 1> ccol = m2.col(j);
106 result(i, j) = stan::math::dot_product(crow, ccol);
107 }
108 }
109 return result;
110 }
111
112 template<typename T, int R1, int C1, int R2, int C2>
113 inline
114 Eigen::Matrix<fvar<T>, R1, C2>
115 multiply(const Eigen::Matrix<double, R1, C1>& m1,
116 const Eigen::Matrix<fvar<T>, R2, C2>& m2) {
117 stan::math::check_multiplicable("multiply",
118 "m1", m1,
119 "m2", m2);
120 Eigen::Matrix<fvar<T>, R1, C2> result(m1.rows(), m2.cols());
121 for (size_type i = 0; i < m1.rows(); i++) {
122 Eigen::Matrix<double, 1, C1> crow = m1.row(i);
123 for (size_type j = 0; j < m2.cols(); j++) {
124 Eigen::Matrix<fvar<T>, R2, 1> ccol = m2.col(j);
125 result(i, j) = stan::math::dot_product(crow, ccol);
126 }
127 }
128 return result;
129 }
130
131 template <typename T, int C1, int R2>
132 inline
133 fvar<T>
134 multiply(const Eigen::Matrix<fvar<T>, 1, C1>& rv,
135 const Eigen::Matrix<fvar<T>, R2, 1>& v) {
136 if (rv.size() != v.size())
137 throw std::domain_error("row vector and vector must be same length "
138 "in multiply");
139 return dot_product(rv, v);
140 }
141
142 template <typename T, int C1, int R2>
143 inline
144 fvar<T>
145 multiply(const Eigen::Matrix<fvar<T>, 1, C1>& rv,
146 const Eigen::Matrix<double, R2, 1>& v) {
147 if (rv.size() != v.size())
148 throw std::domain_error("row vector and vector must be same length "
149 "in multiply");
150 return dot_product(rv, v);
151 }
152
153 template <typename T, int C1, int R2>
154 inline
155 fvar<T>
156 multiply(const Eigen::Matrix<double, 1, C1>& rv,
157 const Eigen::Matrix<fvar<T>, R2, 1>& v) {
158 if (rv.size() != v.size())
159 throw std::domain_error("row vector and vector must be same length "
160 "in multiply");
161 return dot_product(rv, v);
162 }
163 }
164 }
165 #endif
typedefs.hpp
core.hpp
check_multiplicable.hpp
stan::math::multiply
Eigen::Matrix< fvar< T >, R1, C1 > multiply(const Eigen::Matrix< fvar< T >, R1, C1 > &m, const fvar< T > &c)
Definition: multiply.hpp:20
stan::math::size_type
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >::Index size_type
Type for sizes and indexes in an Eigen matrix with double e.
Definition: typedefs.hpp:13
stan::math::check_multiplicable
bool check_multiplicable(const char *function, const char *name1, const T1 &y1, const char *name2, const T2 &y2)
Return true if the matrices can be multiplied.
Definition: check_multiplicable.hpp:33
dot_product.hpp
stan::math::dot_product
fvar< T > dot_product(const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
Definition: dot_product.hpp:20
stan::math::domain_error
void domain_error(const char *function, const char *name, const T &y, const char *msg1, const char *msg2)
Throw a domain error with a consistently formatted message.
Definition: domain_error.hpp:32
Eigen.hpp
to_fvar.hpp
stan::math::fvar
Definition: fvar.hpp:13
typedefs.hpp

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