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bugfix/issue-17 fvar specialization fix for trace_quad_form #19

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Merged
syclik merged 5 commits into from
Jul 27, 2015
Merged

bugfix/issue-17 fvar specialization fix for trace_quad_form #19

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d21b3e6
b f/i-17 added mix tests for trace_quad_form double, fvar<T> instant
rtrangucci Jul 6, 2015
71afec8
added expect not nan tests for each of our
rtrangucci Jul 17, 2015
d37f3f0
removed using statements
rtrangucci Jul 17, 2015
07f0eef
Merge branch 'develop' into bugfix/issue-fvar-spec-trace_quad_form
rtrangucci Jul 17, 2015
7328190
indenting code
syclik Jul 25, 2015
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44 changes: 33 additions & 11 deletions stan/math/fwd/mat/fun/trace_quad_form.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -14,17 +14,39 @@ namespace stan {
namespace math {

template<int RA, int CA, int RB, int CB, typename T>
inline stan::math::fvar<T>
trace_quad_form(const Eigen::Matrix<stan::math::fvar<T>, RA, CA> &A,
const Eigen::Matrix<stan::math::fvar<T>, RB, CB> &B) {
using stan::math::multiply;
using stan::math::multiply;
stan::math::check_square("trace_quad_form", "A", A);
stan::math::check_multiplicable("trace_quad_form",
"A", A,
"B", B);
return stan::math::trace(multiply(stan::math::transpose(B),
multiply(A, B)));
inline fvar<T>
trace_quad_form(const Eigen::Matrix<fvar<T>, RA, CA> &A,
const Eigen::Matrix<fvar<T>, RB, CB> &B) {
check_square("trace_quad_form", "A", A);
check_multiplicable("trace_quad_form",
"A", A,
"B", B);
return trace(multiply(transpose(B),
multiply(A, B)));
}

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

template<int RA, int CA, int RB, int CB, typename T>
inline fvar<T>
trace_quad_form(const Eigen::Matrix<double, RA, CA> &A,
const Eigen::Matrix<fvar<T>, RB, CB> &B) {
check_square("trace_quad_form", "A", A);
check_multiplicable("trace_quad_form",
"A", A,
"B", B);
return trace(multiply(transpose(B),
multiply(A, B)));
}
}
}
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71 changes: 71 additions & 0 deletions test/unit/math/fwd/mat/fun/trace_quad_form_test.cpp
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Expand Up @@ -52,6 +52,77 @@ TEST(AgradFwdMatrixTraceQuadForm, mat_fd) {
EXPECT_FLOAT_EQ(16126, res.d_);
}

TEST(AgradFwdMatrixTraceQuadForm, mat_d_mat_fd) {
using stan::math::trace_quad_form;
using stan::math::matrix_fd;

Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic> ad(4,4);
matrix_fd bd(4,2);
fvar<double> res;
bd << 100, 10,
0, 1,
-3, -3,
5, 2;
ad << 2.0, 3.0, 4.0, 5.0,
6.0, 10.0, 2.0, 2.0,
7.0, 2.0, 7.0, 1.0,
8.0, 2.0, 1.0, 112.0;

bd(0,0).d_ = 1.0;
bd(0,1).d_ = 1.0;
bd(1,0).d_ = 1.0;
bd(1,1).d_ = 1.0;
bd(2,0).d_ = 1.0;
bd(2,1).d_ = 1.0;
bd(3,0).d_ = 1.0;
bd(3,1).d_ = 1.0;

// fvar<double> - fvar<double>
res = trace_quad_form(ad,bd);
EXPECT_FLOAT_EQ(26758, res.val_);
EXPECT_FLOAT_EQ(5622, res.d_);
}

TEST(AgradFwdMatrixTraceQuadForm, mat_fd_mat_d) {

using stan::math::trace_quad_form;
using stan::math::matrix_fd;

matrix_fd ad(4,4);
Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic> bd(4,2);
fvar<double> res;
bd << 100, 10,
0, 1,
-3, -3,
5, 2;
ad << 2.0, 3.0, 4.0, 5.0,
6.0, 10.0, 2.0, 2.0,
7.0, 2.0, 7.0, 1.0,
8.0, 2.0, 1.0, 112.0;

ad(0,0).d_ = 1.0;
ad(0,1).d_ = 1.0;
ad(0,2).d_ = 1.0;
ad(0,3).d_ = 1.0;
ad(1,0).d_ = 1.0;
ad(1,1).d_ = 1.0;
ad(1,2).d_ = 1.0;
ad(1,3).d_ = 1.0;
ad(2,0).d_ = 1.0;
ad(2,1).d_ = 1.0;
ad(2,2).d_ = 1.0;
ad(2,3).d_ = 1.0;
ad(3,0).d_ = 1.0;
ad(3,1).d_ = 1.0;
ad(3,2).d_ = 1.0;
ad(3,3).d_ = 1.0;

// fvar<double> - fvar<double>
res = trace_quad_form(ad,bd);
EXPECT_FLOAT_EQ(26758, res.val_);
EXPECT_FLOAT_EQ(10504, res.d_);
}

TEST(AgradFwdMatrixTraceQuadForm, mat_ffd) {
using stan::math::trace_quad_form;
using stan::math::matrix_ffd;
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94 changes: 94 additions & 0 deletions test/unit/math/mix/mat/fun/trace_quad_form_test.cpp
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Original file line number Diff line number Diff line change
@@ -1,4 +1,7 @@
#include <stan/math/fwd/mat/fun/trace_quad_form.hpp>
#include <stan/math/prim/scal/err/check_not_nan.hpp>
#include <stan/math/rev/scal/fun/value_of_rec.hpp>
#include <stan/math/fwd/scal/fun/value_of_rec.hpp>
#include <stan/math/fwd/mat/fun/typedefs.hpp>
#include <stan/math/mix/mat/fun/typedefs.hpp>
#include <test/unit/math/rev/mat/fun/util.hpp>
Expand Down Expand Up @@ -110,6 +113,97 @@ TEST(AgradMixMatrixTraceQuadForm, mat_fv_1st_deriv) {
EXPECT_FLOAT_EQ(576,h[23]);
}

TEST(AgradMixMatrixTraceQuadForm, mat_dfv_instant) {
using stan::math::trace_quad_form;
using stan::math::matrix_fv;
using stan::math::check_not_nan;

Eigen::Matrix<double, -1, -1> ad(4,4);
matrix_fv bd(4,2);
fvar<var> res;
bd << 100, 10,
0, 1,
-3, -3,
5, 2;
ad << 2.0, 3.0, 4.0, 5.0,
6.0, 10.0, 2.0, 2.0,
7.0, 2.0, 7.0, 1.0,
8.0, 2.0, 1.0, 112.0;


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

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add some sort of expect test for these new test cases.


TEST(AgradMixMatrixTraceQuadForm, mat_fvd_instant) {
using stan::math::trace_quad_form;
using stan::math::matrix_fv;
using stan::math::check_not_nan;

matrix_fv ad(4,4);
Eigen::Matrix<double, -1, -1> bd(4,2);
fvar<var> res;
bd << 100, 10,
0, 1,
-3, -3,
5, 2;
ad << 2.0, 3.0, 4.0, 5.0,
6.0, 10.0, 2.0, 2.0,
7.0, 2.0, 7.0, 1.0,
8.0, 2.0, 1.0, 112.0;


// fvar<var> - fvar<var>
res = trace_quad_form(ad,bd);
EXPECT_NO_THROW(check_not_nan("trace_quad_form","res",res));
}

TEST(AgradMixMatrixTraceQuadForm, mat_dffv_instant) {
using stan::math::trace_quad_form;
using stan::math::matrix_ffv;
using stan::math::check_not_nan;

Eigen::Matrix<double, -1, -1> ad(4,4);
matrix_ffv bd(4,2);
fvar<fvar<var> > res;
bd << 100, 10,
0, 1,
-3, -3,
5, 2;
ad << 2.0, 3.0, 4.0, 5.0,
6.0, 10.0, 2.0, 2.0,
7.0, 2.0, 7.0, 1.0,
8.0, 2.0, 1.0, 112.0;


// fvar<var> - fvar<var>
res = trace_quad_form(ad,bd);
EXPECT_NO_THROW(check_not_nan("trace_quad_form","res",res));
}

TEST(AgradMixMatrixTraceQuadForm, mat_ffvd_instant) {
using stan::math::trace_quad_form;
using stan::math::matrix_ffv;
using stan::math::check_not_nan;

matrix_ffv ad(4,4);
Eigen::Matrix<double, -1, -1> bd(4,2);
fvar<fvar<var> > res;
bd << 100, 10,
0, 1,
-3, -3,
5, 2;
ad << 2.0, 3.0, 4.0, 5.0,
6.0, 10.0, 2.0, 2.0,
7.0, 2.0, 7.0, 1.0,
8.0, 2.0, 1.0, 112.0;


// fvar<var> - fvar<var>
res = trace_quad_form(ad,bd);
EXPECT_NO_THROW(check_not_nan("trace_quad_form","res",res));
}

TEST(AgradMixMatrixTraceQuadForm, mat_fv_2nd_deriv) {
using stan::math::trace_quad_form;
Expand Down