#include <pos_def.hpp>

Public Types
using	value_t = ValueType

using	shape_t = mat

using	var_t = util::var_t< value_t, shape_t >

using	constraint_t = PosDef

using	uc_view_t = ad::util::shape_to_raw_view_t< value_t, vec >

using	view_t = ad::util::shape_to_raw_view_t< value_t, shape_t >

Public Member Functions
	Transformer (size_t rows, size_t, constraint_t=constraint_t())

void	transform ()

void	inv_transform (size_t refcnt)

template<class CurrPtrPack , class PtrPack >
auto	inv_transform_ad (const CurrPtrPack &curr_pack, const PtrPack &, size_t refcnt) const

template<class CurrPtrPack , class PtrPack >
auto	logj_inv_transform_ad (const CurrPtrPack &curr_pack, const PtrPack &) const

template<class GenType , class ContDist >
void	init (GenType &, ContDist &)

void	activate_refcnt (size_t) const

var_t &	get_c ()

const var_t &	get_c () const

constexpr size_t	size_uc () const

constexpr size_t	rows_uc () const

constexpr size_t	cols_uc () const

constexpr size_t	size_c () const

constexpr size_t	rows_c () const

constexpr size_t	cols_c () const

constexpr size_t	bind_size_uc () const

constexpr size_t	bind_size_c () const

constexpr size_t	bind_size_v () const

template<class CurrPtrPack , class PtrPack >
void	bind (const CurrPtrPack &curr_pack, const PtrPack &)

Member Typedef Documentation

◆ constraint_t

template<class ValueType >

using ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::constraint_t = PosDef

◆ shape_t

template<class ValueType >

using ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::shape_t = mat

◆ uc_view_t

template<class ValueType >

using ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::uc_view_t = ad::util::shape_to_raw_view_t<value_t, vec>

◆ value_t

template<class ValueType >

using ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::value_t = ValueType

◆ var_t

template<class ValueType >

using ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::var_t = util::var_t<value_t, shape_t>

◆ view_t

template<class ValueType >

using ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::view_t = ad::util::shape_to_raw_view_t<value_t, shape_t>

Constructor & Destructor Documentation

◆ Transformer()

template<class ValueType >

ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::Transformer	(	size_t	rows,
		size_t	,
		constraint_t	= `constraint_t()`
	)

inline

Constructs a Transformer object. It represents a positive-definite matrix, and hence ignores cols (second parameter) and treats rows as both rows and cols.

Parameters

rows	number of constrained rows (and cols)

Member Function Documentation

◆ activate_refcnt()

template<class ValueType >

void ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::activate_refcnt ( size_t ) const

inline

◆ bind()

template<class ValueType >

template<class CurrPtrPack , class PtrPack >

void ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::bind	(	const CurrPtrPack &	curr_pack,
		const PtrPack &
	)

inline

Binds unconstrained viewer to unconstrained region (viewed as a vector), constrained viewer to constrained region (viewed as a matrix), and internal visit count to visit count region.

◆ bind_size_c()

template<class ValueType >

constexpr size_t ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::bind_size_c ( ) const

inlineconstexpr

◆ bind_size_uc()

template<class ValueType >

constexpr size_t ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::bind_size_uc ( ) const

inlineconstexpr

Returns the number of elements required to bind and compute unconstrained, constrained parameters and visit count.

◆ bind_size_v()

template<class ValueType >

constexpr size_t ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::bind_size_v ( ) const

inlineconstexpr

◆ cols_c()

template<class ValueType >

constexpr size_t ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::cols_c ( ) const

inlineconstexpr

◆ cols_uc()

template<class ValueType >

constexpr size_t ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::cols_uc ( ) const

inlineconstexpr

◆ get_c() [1/2]

template<class ValueType >

var_t& ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::get_c ( )

inline

◆ get_c() [2/2]

template<class ValueType >

const var_t& ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::get_c ( ) const

inline

◆ init()

template<class ValueType >

template<class GenType , class ContDist >

void ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::init	(	GenType &	,
		ContDist &
	)

inline

Initializes unconstrained values such that constrained (pos-def) matrix is identity. This is equivalent to simply setting the unconstrained values to 0, since diagonal is first exponentiated and the Cholesky decomposition of identity is identity.

◆ inv_transform()

template<class ValueType >

void ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::inv_transform ( size_t refcnt )

inline

Inverse transforms from unconstrained parameters to constrained parameters. Only the first visitor of the visit count will invoke the actual transformation. The reference count is used to reset the visit count if the visit count has reached refcnt.

Returns: viewer of constrained parameters

◆ inv_transform_ad()

template<class ValueType >

template<class CurrPtrPack , class PtrPack >

auto ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::inv_transform_ad	(	const CurrPtrPack &	curr_pack,
		const PtrPack &	,
		size_t	refcnt
	)		const

inline

Inverse transform from unconstrained parameters to constrained parameters. This should not have any memory dependency through calling bind. It is expected that uc and c are vector-like in the sense that either row or column is 1. In debug mode, we check that uc and c have correct sizes.

Parameters

uc	vector of unconstrained parameters to transform
c	vector of constrained parameters to populate Creates an AD expression representing the inverse transform. User must ensure that this gets called exactly refcnt number of times.
uc_val	beginning of unconstrained parameter values
uc_adj	beginning of unconstrained parameter adjoints
c_val	beginning of constrained value region. The first size_c() elements will be used as temporary region to compute a lower-triangular matrix.
v_val	beginning of visit count
refcnt	total reference count to determine when to loop visit count back to 0

◆ logj_inv_transform_ad()

template<class ValueType >

template<class CurrPtrPack , class PtrPack >

auto ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::logj_inv_transform_ad	(	const CurrPtrPack &	curr_pack,
		const PtrPack &
	)		const

inline

Creates an AD expression representing the log-jacobian of inverse transform. In general, this may need to reuse computed values from inverse transform. User must guarantee that inverse transform AD expression that is bound to the same resources as the return value of this function is evaluated before.

◆ rows_c()

template<class ValueType >

constexpr size_t ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::rows_c ( ) const

inlineconstexpr

◆ rows_uc()

template<class ValueType >

constexpr size_t ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::rows_uc ( ) const

inlineconstexpr

◆ size_c()

template<class ValueType >

constexpr size_t ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::size_c ( ) const

inlineconstexpr

◆ size_uc()

template<class ValueType >

constexpr size_t ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::size_uc ( ) const

inlineconstexpr

Returns the dimension information for the viewers of unconstrained and constrained parameters.

◆ transform()

template<class ValueType >

void ppl::expr::constraint::Transformer< ValueType, mat, PosDef >::transform ( )

inline

The documentation for this struct was generated from the following file:

include/autoppl/expression/constraint/pos_def.hpp

Public Types

Public Member Functions

Member Typedef Documentation

◆ constraint_t

◆ shape_t

◆ uc_view_t

◆ value_t

◆ var_t

◆ view_t

Constructor & Destructor Documentation

◆ Transformer()

Member Function Documentation

◆ activate_refcnt()

◆ bind()

◆ bind_size_c()

◆ bind_size_uc()

◆ bind_size_v()

◆ cols_c()

◆ cols_uc()

◆ get_c() [1/2]

◆ get_c() [2/2]

◆ init()

◆ inv_transform()

◆ inv_transform_ad()

◆ logj_inv_transform_ad()

◆ rows_c()

◆ rows_uc()

◆ size_c()

◆ size_uc()

◆ transform()