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Merged
syclik merged 7 commits into from
Aug 3, 2015
Merged

bugfix/issue-16-fvar-spec-quad_form_sym #18

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4c3d27b
Unit tests testing double / higher order types instantiation of quad_…
rtrangucci Jul 6, 2015
2ab2e81
b f/i-16 fixed cpplint warnings
rtrangucci Jul 6, 2015
9c0a686
b f/i-16 deleted white spaces
rtrangucci Jul 6, 2015
e10b220
b f/i-16 quad_form_sym removed using statements and stan::math
rtrangucci Jul 17, 2015
b4aa313
Merge branch 'develop' into bugfix/issue-16-fvar-spec-quad_form_sym
rtrangucci Jul 17, 2015
fb6537b
Merge branch 'develop' into bugfix/issue-16-fvar-spec-quad_form_sym
rtrangucci Jul 31, 2015
3d9e58b
b f/i-16 fixed infludes so fwd/mat/fun/quad_form_sym compiles
rtrangucci Jul 31, 2015
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66 changes: 66 additions & 0 deletions stan/math/fwd/mat/fun/quad_form_sym.hpp
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Original file line number Diff line number Diff line change
@@ -0,0 +1,66 @@
#ifndef STAN_MATH_FWD_MAT_FUN_QUAD_FORM_SYM_HPP
#define STAN_MATH_FWD_MAT_FUN_QUAD_FORM_SYM_HPP

#include <stan/math/fwd/core.hpp>
#include <stan/math/fwd/mat/fun/multiply.hpp>
#include <stan/math/fwd/mat/fun/dot_product.hpp>
#include <stan/math/prim/mat/fun/quad_form_sym.hpp>

namespace stan {
namespace math {

template<int RA, int CA, int RB, int CB, typename T>
inline Eigen::Matrix<fvar<T>, CB, CB>
quad_form_sym(const Eigen::Matrix<fvar<T>, RA, CA>& A,
const Eigen::Matrix<double, RB, CB>& B) {
check_square("quad_form_sym", "A", A);
check_multiplicable("quad_form_sym",
"A", A,
"B", B);
check_symmetric("quad_form_sym", "A", A);
Eigen::Matrix<fvar<T>, CB, CB>
ret(multiply(transpose(B), multiply(A, B)));
return T(0.5) * (ret + transpose(ret));
}

template<int RA, int CA, int RB, typename T>
inline fvar<T>
quad_form_sym(const Eigen::Matrix<fvar<T>, RA, CA>& A,
const Eigen::Matrix<double, RB, 1>& B) {
check_square("quad_form_sym", "A", A);
check_multiplicable("quad_form_sym",
"A", A,
"B", B);
check_symmetric("quad_form_sym", "A", A);
return dot_product(B, multiply(A, B));
}
template<int RA, int CA, int RB, int CB, typename T>
inline Eigen::Matrix<fvar<T>, CB, CB>
quad_form_sym(const Eigen::Matrix<double, RA, CA>& A,
const Eigen::Matrix<fvar<T>, RB, CB>& B) {
check_square("quad_form_sym", "A", A);
check_multiplicable("quad_form_sym",
"A", A,
"B", B);
check_symmetric("quad_form_sym", "A", A);
Eigen::Matrix<fvar<T>, CB, CB>
ret(multiply(transpose(B), multiply(A, B)));
return T(0.5) * (ret + transpose(ret));
}

template<int RA, int CA, int RB, typename T>
inline fvar<T>
quad_form_sym(const Eigen::Matrix<double, RA, CA>& A,
const Eigen::Matrix<fvar<T>, RB, 1>& B) {
check_square("quad_form_sym", "A", A);
check_multiplicable("quad_form_sym",
"A", A,
"B", B);
check_symmetric("quad_form_sym", "A", A);
return dot_product(B, multiply(A, B));
}
}
}

#endif

170 changes: 170 additions & 0 deletions test/unit/math/fwd/mat/fun/quad_form_test.cpp
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Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
#include <gtest/gtest.h>
#include <stan/math/prim/mat/fun/quad_form.hpp>
#include <stan/math/prim/mat/fun/quad_form_sym.hpp>
#include <stan/math/fwd/mat/fun/quad_form_sym.hpp>
#include <stan/math/fwd/mat/fun/typedefs.hpp>
#include <stan/math/fwd/mat/fun/multiply.hpp>
#include <stan/math/fwd/mat/fun/dot_product.hpp>
Expand All @@ -9,8 +10,13 @@
#include <stan/math/fwd/core.hpp>
#include <stan/math/fwd/scal/fun/fabs.hpp>
#include <stan/math/fwd/scal/fun/value_of.hpp>
#include <stan/math/fwd/scal/fun/value_of_rec.hpp>
#include <stan/math/prim/mat/fun/value_of_rec.hpp>
#include <stan/math/rev/scal/fun/value_of_rec.hpp>
#include <stan/math/prim/scal/err/check_not_nan.hpp>

using stan::math::fvar;
using stan::math::check_not_nan;

TEST(AgradFwdMatrixQuadForm, quad_form_mat_fd) {
using stan::math::quad_form;
Expand Down Expand Up @@ -118,6 +124,50 @@ TEST(AgradFwdMatrixQuadForm, quad_form_sym_mat_fd) {
EXPECT_FLOAT_EQ(810, resd(1,1).d_);
}

TEST(AgradFwdMatrixQuadForm, quad_form_sym_mat_dfd) {
using stan::math::quad_form_sym;
using stan::math::matrix_fd;
using stan::math::check_not_nan;

Eigen::Matrix<double, -1, -1> ad(4,4);
matrix_fd bd(4,2);

bd << 100, 10,
0, 1,
-3, -3,
5, 2;
ad << 2.0, 3.0, 4.0, 5.0,
3.0, 10.0, 2.0, 2.0,
4.0, 2.0, 7.0, 1.0,
5.0, 2.0, 1.0, 112.0;

// fvar<double> - fvar<double>
matrix_fd resd = quad_form_sym(ad,bd);
EXPECT_NO_THROW(check_not_nan("quad_form_sym","resd",resd));
}
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@syclik syclik Jul 15, 2015

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did you mean to add a test here?

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@rtrangucci rtrangucci Jul 17, 2015

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these are all just examples that I can instantiate something that couldn't be instantiated; these tests won't compile in current develop. I'll add EXPECT_NO_THROW(check_not_nan(resd)) tests in all of these


TEST(AgradFwdMatrixQuadForm, quad_form_sym_mat_fdd) {
using stan::math::quad_form_sym;
using stan::math::matrix_fd;

matrix_fd ad(4,4);
Eigen::Matrix<double, -1, -1> bd(4,2);

bd << 100, 10,
0, 1,
-3, -3,
5, 2;
ad << 2.0, 3.0, 4.0, 5.0,
3.0, 10.0, 2.0, 2.0,
4.0, 2.0, 7.0, 1.0,
5.0, 2.0, 1.0, 112.0;

// fvar<double> - fvar<double>
matrix_fd resd = quad_form_sym(ad,bd);
EXPECT_NO_THROW(check_not_nan("quad_form_sym","resd",resd));
}
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@syclik syclik Jul 15, 2015

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add an EXPECT_* here?



TEST(AgradFwdMatrixQuadForm, quad_form_vec_fd) {
using stan::math::quad_form;
using stan::math::matrix_fd;
Expand Down Expand Up @@ -203,6 +253,44 @@ TEST(AgradFwdMatrixQuadForm, quad_form_sym_vec_fd) {
EXPECT_FLOAT_EQ(14320, res.d_);
}

TEST(AgradFwdMatrixQuadForm, quad_form_sym_vec_dfd) {
using stan::math::quad_form_sym;
using stan::math::vector_fd;

Eigen::Matrix<double, -1, -1> ad(4,4);
vector_fd bd(4);
fvar<double> res;

bd << 100, 0, -3, 5;
ad << 2.0, 3.0, 4.0, 5.0,
3.0, 10.0, 2.0, 2.0,
4.0, 2.0, 7.0, 1.0,
5.0, 2.0, 1.0, 112.0;

// fvar<double> - fvar<double>
res = quad_form_sym(ad,bd);
EXPECT_NO_THROW(check_not_nan("quad_form_sym","resd",res));
}
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@syclik syclik Jul 15, 2015

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add test


TEST(AgradFwdMatrixQuadForm, quad_form_sym_vec_fdd) {
using stan::math::quad_form_sym;
using stan::math::matrix_fd;

matrix_fd ad(4,4);
Eigen::Matrix<double, -1, 1> bd(4);
fvar<double> res;

bd << 100, 0, -3, 5;
ad << 2.0, 3.0, 4.0, 5.0,
3.0, 10.0, 2.0, 2.0,
4.0, 2.0, 7.0, 1.0,
5.0, 2.0, 1.0, 112.0;

// fvar<double> - fvar<double>
res = quad_form_sym(ad,bd);
EXPECT_NO_THROW(check_not_nan("quad_form_sym","resd",res));
}
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add test


TEST(AgradFwdMatrixQuadForm, quad_form_sym_symmetry_fd) {
using stan::math::quad_form_sym;
using stan::math::matrix_fd;
Expand Down Expand Up @@ -428,6 +516,50 @@ TEST(AgradFwdMatrixQuadForm, quad_form_sym_mat_ffd) {
EXPECT_FLOAT_EQ(810, resd(1,1).d_.val_);
}

TEST(AgradFwdMatrixQuadForm, quad_form_sym_mat_dffd) {
using stan::math::quad_form_sym;
using stan::math::matrix_ffd;

Eigen::Matrix<double, -1, -1> ad(4,4);
matrix_ffd bd(4,2);

bd << 100, 10,
0, 1,
-3, -3,
5, 2;
ad << 2.0, 3.0, 4.0, 5.0,
3.0, 10.0, 2.0, 2.0,
4.0, 2.0, 7.0, 1.0,
5.0, 2.0, 1.0, 112.0;


// fvar<fvar<double> > - fvar<fvar<double> >
matrix_ffd resd = quad_form_sym(ad,bd);
EXPECT_NO_THROW(check_not_nan("quad_form_sym","resd",resd));
}

TEST(AgradFwdMatrixQuadForm, quad_form_sym_mat_ffdd) {
using stan::math::quad_form_sym;
using stan::math::matrix_ffd;

matrix_ffd ad(4,4);
Eigen::Matrix<double, -1, -1> bd(4,2);

bd << 100, 10,
0, 1,
-3, -3,
5, 2;
ad << 2.0, 3.0, 4.0, 5.0,
3.0, 10.0, 2.0, 2.0,
4.0, 2.0, 7.0, 1.0,
5.0, 2.0, 1.0, 112.0;


// fvar<fvar<double> > - fvar<fvar<double> >
matrix_ffd resd = quad_form_sym(ad,bd);
EXPECT_NO_THROW(check_not_nan("quad_form_sym","resd",resd));
}

TEST(AgradFwdMatrixQuadForm, quad_form_vec_ffd) {
using stan::math::quad_form;
using stan::math::matrix_ffd;
Expand Down Expand Up @@ -471,6 +603,44 @@ TEST(AgradFwdMatrixQuadForm, quad_form_vec_ffd) {
EXPECT_FLOAT_EQ(15226, res.d_.val_);
}

TEST(AgradFwdMatrixQuadForm, quad_form_sym_vec_dffd) {
using stan::math::quad_form_sym;
using stan::math::vector_ffd;

Eigen::Matrix<double, -1, -1> ad(4,4);
vector_ffd bd(4);
fvar<fvar<double> > res;

bd << 100, 0, -3, 5;
ad << 2.0, 3.0, 4.0, 5.0,
3.0, 10.0, 2.0, 2.0,
4.0, 2.0, 7.0, 1.0,
5.0, 2.0, 1.0, 112.0;

// fvar<double> - fvar<double>
res = quad_form_sym(ad,bd);
EXPECT_NO_THROW(check_not_nan("quad_form_sym","resd",res));
}

TEST(AgradFwdMatrixQuadForm, quad_form_sym_vec_ffdd) {
using stan::math::quad_form_sym;
using stan::math::matrix_ffd;

matrix_ffd ad(4,4);
Eigen::Matrix<double, -1, 1> bd(4);
fvar<fvar<double> > res;

bd << 100, 0, -3, 5;
ad << 2.0, 3.0, 4.0, 5.0,
3.0, 10.0, 2.0, 2.0,
4.0, 2.0, 7.0, 1.0,
5.0, 2.0, 1.0, 112.0;

// fvar<double> - fvar<double>
res = quad_form_sym(ad,bd);
EXPECT_NO_THROW(check_not_nan("quad_form_sym","resd",res));
}

TEST(AgradFwdMatrixQuadForm, quad_form_sym_vec_ffd) {
using stan::math::quad_form_sym;
using stan::math::matrix_ffd;
Expand Down
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