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add prim and rev gp_exp_cov #859

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add prim and rev gp_exp_cov #859

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098613d
add prim and rev gp_exp_cov
May 9, 2018
bd69dc2
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot May 9, 2018
f9a960b
Update gp_exponential_cov.hpp
May 9, 2018
3df0bc9
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot May 9, 2018
e46bd66
add rev mat.hpp
May 9, 2018
77e77da
temp
May 11, 2018
5212d97
temp
May 11, 2018
26ca567
use ChainableStack::instance()
May 11, 2018
1cc69b9
Merge commit '5cd004ca651c13d63a460c62b86c8a366a8fe830' into HEAD
yashikno May 11, 2018
644d11d
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot May 11, 2018
13b7475
use ChainableStack::instance()
May 11, 2018
47b2805
fix merge conflix
May 11, 2018
d565a9e
proper includes
May 11, 2018
67c0557
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot May 11, 2018
8599e40
working updates for PR review
May 12, 2018
7a4ea7b
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot May 12, 2018
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[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/… 
…stable/2017-11-14)
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stan-buildbot committed May 9, 2018
commit 3df0bc9972c2914a75275919464b6daf272aa26d
27 changes: 9 additions & 18 deletions stan/math/rev/mat/fun/gp_exponential_cov.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -64,14 +64,11 @@ class gp_exponential_cov_vari : public vari {
l_d_(value_of(length_scale)),
sigma_d_(value_of(sigma)),
sigma_sq_d_(sigma_d_ * sigma_d_),
dist_(ChainableStack::memalloc_.alloc_array<double>(
size_ltri_)),
dist_(ChainableStack::memalloc_.alloc_array<double>(size_ltri_)),
l_vari_(length_scale.vi_),
sigma_vari_(sigma.vi_),
cov_lower_(ChainableStack::memalloc_.alloc_array<vari*>(
size_ltri_)),
cov_diag_(
ChainableStack::memalloc_.alloc_array<vari*>(size_)) {
cov_lower_(ChainableStack::memalloc_.alloc_array<vari *>(size_ltri_)),
cov_diag_(ChainableStack::memalloc_.alloc_array<vari *>(size_)) {
double neg_inv_l = -1.0 / l_d_;
size_t pos = 0;
for (size_t j = 0; j < size_ - 1; ++j) {
Expand Down Expand Up @@ -154,13 +151,10 @@ class gp_exponential_cov_vari<T_x, double, T_l> : public vari {
l_d_(value_of(length_scale)),
sigma_d_(value_of(sigma)),
sigma_sq_d_(sigma_d_ * sigma_d_),
dist_(ChainableStack::memalloc_.alloc_array<double>(
size_ltri_)),
dist_(ChainableStack::memalloc_.alloc_array<double>(size_ltri_)),
l_vari_(length_scale.vi_),
cov_lower_(ChainableStack::memalloc_.alloc_array<vari*>(
size_ltri_)),
cov_diag_(
ChainableStack::memalloc_.alloc_array<vari*>(size_)) {
cov_lower_(ChainableStack::memalloc_.alloc_array<vari *>(size_ltri_)),
cov_diag_(ChainableStack::memalloc_.alloc_array<vari *>(size_)) {
double neg_inv_l = -1.0 / l_d_;
size_t pos = 0;
for (size_t j = 0; j < size_ - 1; ++j) {
Expand Down Expand Up @@ -236,12 +230,9 @@ class gp_exponential_cov_vari<T_x, T_s, double> : public vari {
l_d_(value_of(length_scale)),
sigma_d_(value_of(sigma)),
sigma_sq_d_(sigma_d_ * sigma_d_),
dist_(ChainableStack::memalloc_.alloc_array<double>(
size_ltri_)),
cov_lower_(ChainableStack::memalloc_.alloc_array<vari*>(
size_ltri_)),
cov_diag_(
ChainableStack::memalloc_.alloc_array<vari*>(size_)) {
dist_(ChainableStack::memalloc_.alloc_array<double>(size_ltri_)),
cov_lower_(ChainableStack::memalloc_.alloc_array<vari *>(size_ltri_)),
cov_diag_(ChainableStack::memalloc_.alloc_array<vari *>(size_)) {
double neg_inv_l = -1.0 / l_d_;
size_t pos = 0;
for (size_t j = 0; j < size_ - 1; ++j) {
Expand Down