stan::agrad::vari Class Reference

The variable implementation base class. More...

#include <agrad.hpp>

Inheritance diagram for stan::agrad::vari:

Public Member Functions
	vari (const double x)
	Construct a variable implementation from a value. More...
	~vari ()
	Throw an illegal argument exception. More...
virtual void	init_dependent ()
	Initialize the adjoint for this (dependent) variable to 1. More...
virtual void	set_zero_adjoint ()
	Set the adjoint value of this variable to 0. More...
	vari (const double x)
	Construct a variable implementation from a value. More...
virtual void	chain ()
	Apply the chain rule to this variable based on the variables on which it depends. More...
Public Member Functions inherited from stan::agrad::chainable
	chainable ()
	Construct a chainable object. More...
	~chainable ()
	Throws a logic exception. More...

Static Public Member Functions
static void *	operator new (size_t nbytes)
	Allocate memory from the underlying memory pool. More...
static void	recover_memory ()
	Recover memory used for all variables for reuse. More...
static void	free_memory ()
	Return all memory used for gradients back to the system. More...
Static Public Member Functions inherited from stan::agrad::chainable
static void *	operator new (size_t nbytes)
	Allocate memory from the underlying memory pool. More...

Public Attributes
const double	val_
	The value of this variable. More...
double	adj_
	The adjoint of this variable, which is the partial derivative of this variable with respect to the root variable. More...

Friends
class	var
std::ostream &	operator<< (std::ostream &os, const vari *v)
	Insertion operator for vari. More...

Detailed Description

The variable implementation base class.

A variable implementation is constructed with a constant value. It also stores the adjoint for storing the partial derivative with respect to the root of the derivative tree.

The chain() method applies the chain rule. Concrete extensions of this class will represent base variables or the result of operations such as addition or subtraction. These extended classes will store operand variables and propagate derivative information via an implementation of chain().

Definition at line 104 of file agrad.hpp.

Constructor & Destructor Documentation

vari() [1/2]

stan::agrad::vari::vari ( const double  x )

inline

Construct a variable implementation from a value.

The adjoint is initialized to zero.

All constructed variables are added to the stack. Variables should be constructed before variables on which they depend to insure proper partial derivative propagation. During derivative propagation, the chain() method of each variable will be called in the reverse order of construction.

Parameters

x	Value of the constructed variable.

Definition at line 133 of file agrad.hpp.

~vari()

stan::agrad::vari::~vari ( )

inline

Throw an illegal argument exception.

Warning: Destructors should never called for agrad objects.

Exceptions

Logic

exception always.

Definition at line 146 of file agrad.hpp.

vari() [2/2]

stan::agrad::vari::vari ( const double  x )

inline

Construct a variable implementation from a value.

The adjoint is initialized to zero.

All constructed variables are added to the stack. Variables should be constructed before variables on which they depend to insure proper partial derivative propagation. During derivative propagation, the chain() method of each variable will be called in the reverse order of construction.

Parameters

x	Value of the constructed variable.

Definition at line 81 of file agrad_thread_safe.hpp.

Member Function Documentation

chain()

virtual void stan::agrad::vari::chain ( )

inlinevirtual

Apply the chain rule to this variable based on the variables on which it depends.

The base implementation in this class is a no-op.

Reimplemented from stan::agrad::chainable.

Reimplemented in stan::agrad::partials_vari, and stan::agrad::gevv_vvv_vari.

Definition at line 92 of file agrad_thread_safe.hpp.

free_memory()

static void stan::agrad::vari::free_memory ( )

inlinestatic

Return all memory used for gradients back to the system.

Definition at line 122 of file agrad_thread_safe.hpp.

init_dependent()

virtual void stan::agrad::vari::init_dependent ( )

inlinevirtual

Initialize the adjoint for this (dependent) variable to 1.

This operation is applied to the dependent variable before propagating derivatives.

Reimplemented from stan::agrad::chainable.

Definition at line 155 of file agrad.hpp.

operator new()

static void* stan::agrad::vari::operator new ( size_t  nbytes )

inlinestatic

Allocate memory from the underlying memory pool.

This memory is is managed by the gradient program and will be recovered as a whole. Classes should not be allocated with this operator if they have non-trivial destructors.

Parameters

nbytes

Number of bytes to allocate.

Returns

Pointer to allocated bytes.

Definition at line 104 of file agrad_thread_safe.hpp.

recover_memory()

static void stan::agrad::vari::recover_memory ( )

inlinestatic

Recover memory used for all variables for reuse.

Definition at line 113 of file agrad_thread_safe.hpp.

set_zero_adjoint()

virtual void stan::agrad::vari::set_zero_adjoint ( )

inlinevirtual

Set the adjoint value of this variable to 0.

Reimplemented from stan::agrad::chainable.

Definition at line 162 of file agrad.hpp.

Friends And Related Function Documentation

operator<<

std::ostream& operator<< ( std::ostream &  os, const vari *  v  )

friend

Insertion operator for vari.

Prints the current value and the adjoint value.

Parameters

os	[in,out] ostream to modify
v	[in] vari object to print.

Returns

The modified ostream.

Definition at line 175 of file agrad.hpp.

var

var

friend

Definition at line 106 of file agrad.hpp.

Member Data Documentation

adj_

double stan::agrad::vari::adj_

The adjoint of this variable, which is the partial derivative of this variable with respect to the root variable.

Definition at line 119 of file agrad.hpp.

val_

const double stan::agrad::vari::val_

The value of this variable.

Definition at line 113 of file agrad.hpp.

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The documentation for this class was generated from the following files:

• src/stan/agrad/agrad.hpp
• src/stan/agrad/agrad_thread_safe.hpp