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Merged
merged 3 commits into from
Jan 2, 2023
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Feature/issue 2682 operands and partials 8 #2833

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b500cb6
Merge branch 'develop' of https://github.com/stan-dev/math into develop
Franzi2114 Sep 30, 2022
665f1ab
operands_and_partials for 8 parameters
Franzi2114 Oct 24, 2022
bbdd1fb
Merge branch 'stan-dev:develop' into feature/issue-2682-operands-and-…
Franzi2114 Oct 24, 2022
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60 changes: 50 additions & 10 deletions stan/math/fwd/functor/operands_and_partials.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -22,7 +22,8 @@ class ops_partials_edge<Dx, fvar<Dx>> {
: partial_(0), partials_(partial_), operand_(op) {}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
const Op& operand_;

Expand Down Expand Up @@ -62,19 +63,25 @@ class ops_partials_edge<Dx, fvar<Dx>> {
* @tparam Op3 type of the third operand
* @tparam Op4 type of the fourth operand
* @tparam Op5 type of the fifth operand
* @tparam Op6 type of the sixth operand
* @tparam Op7 type of the seventh operand
* @tparam Op8 type of the eighth operand
* @tparam T_return_type return type of the expression. This defaults
* to a template metaprogram that calculates the scalar promotion of
* Op1 -- Op5
* Op1 -- Op8
*/
template <typename Op1, typename Op2, typename Op3, typename Op4, typename Op5,
typename Dx>
class operands_and_partials<Op1, Op2, Op3, Op4, Op5, fvar<Dx>> {
typename Op6, typename Op7, typename Op8, typename Dx>
class operands_and_partials<Op1, Op2, Op3, Op4, Op5, Op6, Op7, Op8, fvar<Dx>> {
public:
internal::ops_partials_edge<Dx, std::decay_t<Op1>> edge1_;
internal::ops_partials_edge<Dx, std::decay_t<Op2>> edge2_;
internal::ops_partials_edge<Dx, std::decay_t<Op3>> edge3_;
internal::ops_partials_edge<Dx, std::decay_t<Op4>> edge4_;
internal::ops_partials_edge<Dx, std::decay_t<Op5>> edge5_;
internal::ops_partials_edge<Dx, std::decay_t<Op6>> edge6_;
internal::ops_partials_edge<Dx, std::decay_t<Op7>> edge7_;
internal::ops_partials_edge<Dx, std::decay_t<Op8>> edge8_;
using T_return_type = fvar<Dx>;
explicit operands_and_partials(const Op1& o1) : edge1_(o1) {}
operands_and_partials(const Op1& o1, const Op2& o2)
Expand All @@ -87,6 +94,35 @@ class operands_and_partials<Op1, Op2, Op3, Op4, Op5, fvar<Dx>> {
operands_and_partials(const Op1& o1, const Op2& o2, const Op3& o3,
const Op4& o4, const Op5& o5)
: edge1_(o1), edge2_(o2), edge3_(o3), edge4_(o4), edge5_(o5) {}
operands_and_partials(const Op1& o1, const Op2& o2, const Op3& o3,
const Op4& o4, const Op5& o5, const Op6& o6)
: edge1_(o1),
edge2_(o2),
edge3_(o3),
edge4_(o4),
edge5_(o5),
edge6_(o6) {}
operands_and_partials(const Op1& o1, const Op2& o2, const Op3& o3,
const Op4& o4, const Op5& o5, const Op6& o6,
const Op7& o7)
: edge1_(o1),
edge2_(o2),
edge3_(o3),
edge4_(o4),
edge5_(o5),
edge6_(o6),
edge7_(o7) {}
operands_and_partials(const Op1& o1, const Op2& o2, const Op3& o3,
const Op4& o4, const Op5& o5, const Op6& o6,
const Op7& o7, const Op8& o8)
: edge1_(o1),
edge2_(o2),
edge3_(o3),
edge4_(o4),
edge5_(o5),
edge6_(o6),
edge7_(o7),
edge8_(o8) {}

/** \ingroup type_trait
* Build the node to be stored on the autodiff graph.
Expand All @@ -102,8 +138,8 @@ class operands_and_partials<Op1, Op2, Op3, Op4, Op5, fvar<Dx>> {
* @return the value with its derivative
*/
T_return_type build(Dx value) {
Dx deriv
= edge1_.dx() + edge2_.dx() + edge3_.dx() + edge4_.dx() + edge5_.dx();
Dx deriv = edge1_.dx() + edge2_.dx() + edge3_.dx() + edge4_.dx()
+ edge5_.dx() + edge6_.dx() + edge7_.dx() + edge8_.dx();
return T_return_type(value, deriv);
}
};
Expand All @@ -124,7 +160,8 @@ class ops_partials_edge<Dx, std::vector<fvar<Dx>>> {
operands_(ops) {}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
const Op& operands_;

Expand All @@ -150,7 +187,8 @@ class ops_partials_edge<Dx, Eigen::Matrix<fvar<Dx>, R, C>> {
operands_(ops) {}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
const Op& operands_;

Expand Down Expand Up @@ -178,7 +216,8 @@ class ops_partials_edge<Dx, std::vector<Eigen::Matrix<fvar<Dx>, R, C>>> {
}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
const Op& operands_;

Expand Down Expand Up @@ -207,7 +246,8 @@ class ops_partials_edge<Dx, std::vector<std::vector<fvar<Dx>>>> {
}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
const Op& operands_;

Expand Down
3 changes: 2 additions & 1 deletion stan/math/opencl/rev/operands_and_partials.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -27,7 +27,8 @@ class ops_partials_edge<double, var_value<Op>,
operands_(ops) {}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
var_value<Op> operands_;
static constexpr int size() noexcept { return 0; }
Expand Down
32 changes: 26 additions & 6 deletions stan/math/prim/functor/operands_and_partials.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -12,8 +12,10 @@
namespace stan {
namespace math {
template <typename Op1 = double, typename Op2 = double, typename Op3 = double,
typename Op4 = double, typename Op5 = double,
typename T_return_type = return_type_t<Op1, Op2, Op3, Op4, Op5>>
typename Op4 = double, typename Op5 = double, typename Op6 = double,
typename Op7 = double, typename Op8 = double,
typename T_return_type
= return_type_t<Op1, Op2, Op3, Op4, Op5, Op6, Op7, Op8>>
class operands_and_partials; // Forward declaration

namespace internal {
Expand Down Expand Up @@ -70,7 +72,8 @@ class ops_partials_edge<ViewElt, Op, require_st_arithmetic<Op>> {
static constexpr int size() noexcept { return 0; } // reverse mode

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
};
template <typename ViewElt, typename Op>
Expand Down Expand Up @@ -100,7 +103,7 @@ constexpr double
*
* This base template is instantiated when all operands are
* primitives and we don't want to calculate derivatives at
* all. So all Op1 - Op5 must be arithmetic primitives
* all. So all Op1 - Op8 must be arithmetic primitives
* like int or double. This is controlled with the
* T_return_type type parameter.
*
Expand All @@ -109,12 +112,15 @@ constexpr double
* @tparam Op3 type of the third operand
* @tparam Op4 type of the fourth operand
* @tparam Op5 type of the fifth operand
* @tparam Op6 type of the sixth operand
* @tparam Op7 type of the seventh operand
* @tparam Op8 type of the eighth operand
* @tparam T_return_type return type of the expression. This defaults
* to calling a template metaprogram that calculates the scalar
* promotion of Op1..Op4
* promotion of Op1..Op8
*/
template <typename Op1, typename Op2, typename Op3, typename Op4, typename Op5,
typename T_return_type>
typename Op6, typename Op7, typename Op8, typename T_return_type>
class operands_and_partials {
public:
explicit operands_and_partials(const Op1& /* op1 */) noexcept {}
Expand All @@ -126,6 +132,17 @@ class operands_and_partials {
operands_and_partials(const Op1& /* op1 */, const Op2& /* op2 */,
const Op3& /* op3 */, const Op4& /* op4 */,
const Op5& /* op5 */) noexcept {}
operands_and_partials(const Op1& /* op1 */, const Op2& /* op2 */,
const Op3& /* op3 */, const Op4& /* op4 */,
const Op5& /* op5 */, const Op6& /* op6 */) noexcept {}
operands_and_partials(const Op1& /* op1 */, const Op2& /* op2 */,
const Op3& /* op3 */, const Op4& /* op4 */,
const Op5& /* op5 */, const Op6& /* op6 */,
const Op7& /* op7 */) noexcept {}
operands_and_partials(const Op1& /* op1 */, const Op2& /* op2 */,
const Op3& /* op3 */, const Op4& /* op4 */,
const Op5& /* op5 */, const Op6& /* op6 */,
const Op7& /* op7 */, const Op8& /* op8 */) noexcept {}

/** \ingroup type_trait
* Build the node to be stored on the autodiff graph.
Expand All @@ -148,6 +165,9 @@ class operands_and_partials {
internal::ops_partials_edge<double, std::decay_t<Op3>> edge3_;
internal::ops_partials_edge<double, std::decay_t<Op4>> edge4_;
internal::ops_partials_edge<double, std::decay_t<Op5>> edge5_;
internal::ops_partials_edge<double, std::decay_t<Op6>> edge6_;
internal::ops_partials_edge<double, std::decay_t<Op7>> edge7_;
internal::ops_partials_edge<double, std::decay_t<Op8>> edge8_;
};

} // namespace math
Expand Down
77 changes: 66 additions & 11 deletions stan/math/rev/functor/operands_and_partials.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -34,7 +34,8 @@ class ops_partials_edge<double, var> {
: partial_(0), partials_(partial_), operand_(op) {}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
var operand_;
static constexpr int size() noexcept { return 1; }
Expand Down Expand Up @@ -109,15 +110,22 @@ inline void update_adjoints(StdVec1& x, const Vec2& y, const vari& z) {
* @tparam Op3 type of the third operand
* @tparam Op4 type of the fourth operand
* @tparam Op5 type of the fifth operand
* @tparam Op6 type of the sixth operand
* @tparam Op7 type of the seventh operand
* @tparam Op8 type of the eighth operand
*/
template <typename Op1, typename Op2, typename Op3, typename Op4, typename Op5>
class operands_and_partials<Op1, Op2, Op3, Op4, Op5, var> {
template <typename Op1, typename Op2, typename Op3, typename Op4, typename Op5,
typename Op6, typename Op7, typename Op8>
class operands_and_partials<Op1, Op2, Op3, Op4, Op5, Op6, Op7, Op8, var> {
public:
internal::ops_partials_edge<double, std::decay_t<Op1>> edge1_;
internal::ops_partials_edge<double, std::decay_t<Op2>> edge2_;
internal::ops_partials_edge<double, std::decay_t<Op3>> edge3_;
internal::ops_partials_edge<double, std::decay_t<Op4>> edge4_;
internal::ops_partials_edge<double, std::decay_t<Op5>> edge5_;
internal::ops_partials_edge<double, std::decay_t<Op6>> edge6_;
internal::ops_partials_edge<double, std::decay_t<Op7>> edge7_;
internal::ops_partials_edge<double, std::decay_t<Op8>> edge8_;

explicit operands_and_partials(const Op1& o1) : edge1_(o1) {}
operands_and_partials(const Op1& o1, const Op2& o2)
Expand All @@ -130,6 +138,35 @@ class operands_and_partials<Op1, Op2, Op3, Op4, Op5, var> {
operands_and_partials(const Op1& o1, const Op2& o2, const Op3& o3,
const Op4& o4, const Op5& o5)
: edge1_(o1), edge2_(o2), edge3_(o3), edge4_(o4), edge5_(o5) {}
operands_and_partials(const Op1& o1, const Op2& o2, const Op3& o3,
const Op4& o4, const Op5& o5, const Op6& o6)
: edge1_(o1),
edge2_(o2),
edge3_(o3),
edge4_(o4),
edge5_(o5),
edge6_(o6) {}
operands_and_partials(const Op1& o1, const Op2& o2, const Op3& o3,
const Op4& o4, const Op5& o5, const Op6& o6,
const Op7& o7)
: edge1_(o1),
edge2_(o2),
edge3_(o3),
edge4_(o4),
edge5_(o5),
edge6_(o6),
edge7_(o7) {}
operands_and_partials(const Op1& o1, const Op2& o2, const Op3& o3,
const Op4& o4, const Op5& o5, const Op6& o6,
const Op7& o7, const Op8& o8)
: edge1_(o1),
edge2_(o2),
edge3_(o3),
edge4_(o4),
edge5_(o5),
edge6_(o6),
edge7_(o7),
edge8_(o8) {}

/** \ingroup type_trait
* Build the node to be stored on the autodiff graph.
Expand All @@ -150,8 +187,11 @@ class operands_and_partials<Op1, Op2, Op3, Op4, Op5, var> {
operand2 = edge2_.operand(), partial2 = edge2_.partial(),
operand3 = edge3_.operand(), partial3 = edge3_.partial(),
operand4 = edge4_.operand(), partial4 = edge4_.partial(),
operand5 = edge5_.operand(),
partial5 = edge5_.partial()](const auto& vi) mutable {
operand5 = edge5_.operand(), partial5 = edge5_.partial(),
operand6 = edge6_.operand(), partial6 = edge6_.partial(),
operand7 = edge7_.operand(), partial7 = edge7_.partial(),
operand8 = edge8_.operand(),
partial8 = edge8_.partial()](const auto& vi) mutable {
if (!is_constant<Op1>::value) {
internal::update_adjoints(operand1, partial1, vi);
}
Expand All @@ -167,6 +207,15 @@ class operands_and_partials<Op1, Op2, Op3, Op4, Op5, var> {
if (!is_constant<Op5>::value) {
internal::update_adjoints(operand5, partial5, vi);
}
if (!is_constant<Op6>::value) {
internal::update_adjoints(operand6, partial6, vi);
}
if (!is_constant<Op7>::value) {
internal::update_adjoints(operand7, partial7, vi);
}
if (!is_constant<Op8>::value) {
internal::update_adjoints(operand8, partial8, vi);
}
});
}
};
Expand All @@ -186,7 +235,8 @@ class ops_partials_edge<double, std::vector<var>> {
operands_(op.begin(), op.end()) {}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
Op operands_;

Expand All @@ -207,7 +257,8 @@ class ops_partials_edge<double, Op, require_eigen_st<is_var, Op>> {
operands_(ops) {}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
arena_t<Op> operands_;
inline int size() const noexcept { return this->operands_.size(); }
Expand All @@ -228,7 +279,8 @@ class ops_partials_edge<double, var_value<Op>, require_eigen_t<Op>> {
operands_(ops) {}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
var_value<Op> operands_;

Expand Down Expand Up @@ -256,7 +308,8 @@ class ops_partials_edge<double, std::vector<Eigen::Matrix<var, R, C>>> {
}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
Op operands_;

Expand Down Expand Up @@ -286,7 +339,8 @@ class ops_partials_edge<double, std::vector<std::vector<var>>> {
}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
Op operands_;
inline int size() const noexcept {
Expand All @@ -311,7 +365,8 @@ class ops_partials_edge<double, std::vector<var_value<Op>>,
}

private:
template <typename, typename, typename, typename, typename, typename>
template <typename, typename, typename, typename, typename, typename,
typename, typename, typename>
friend class stan::math::operands_and_partials;
std::vector<var_value<Op>, arena_allocator<var_value<Op>>> operands_;

Expand Down
4 changes: 2 additions & 2 deletions test/unit/math/prim/functor/operands_and_partials_test.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -7,8 +7,8 @@ TEST(MathMetaPrim, OperandsAndPartials) {
operands_and_partials<double> o1(1.0);
operands_and_partials<double, double, double, double> o2(2.0, 3.0, 4.0, 5.0);

// This is size 10 because of the two empty broadcast arrays in each edge
EXPECT_EQ(10, sizeof(o2));
// This is size 16 because of the two empty broadcast arrays in each edge
EXPECT_EQ(16, sizeof(o2));

EXPECT_FLOAT_EQ(27.1, o1.build(27.1));
}
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