Struct nuts_rs::CpuMath

pub struct CpuMath<F: CpuLogpFunc> { /* private fields */ }

Implementations

impl<F: CpuLogpFunc> CpuMath<F>

pub fn new(logp_func: F) -> Self

Trait Implementations

impl<F: CpuLogpFunc> Math for CpuMath<F>

type Vector = Mat<f64>

type EigVector = Mat<f64>

type EigMatrix = Mat<f64>

type LogpErr = <F as CpuLogpFunc>::LogpError

type Err = CpuMathError

fn new_array(&self) -> Self::Vector

fn logp( &mut self, position: &[f64], gradient: &mut [f64] ) -> Result<f64, Self::LogpErr>

fn logp_array( &mut self, position: &Self::Vector, gradient: &mut Self::Vector ) -> Result<f64, Self::LogpErr>

Compute the unnormalized log probability density of the posterior

fn dim(&self) -> usize

fn scalar_prods3( &mut self, positive1: &Self::Vector, negative1: &Self::Vector, positive2: &Self::Vector, x: &Self::Vector, y: &Self::Vector ) -> (f64, f64)

fn scalar_prods2( &mut self, positive1: &Self::Vector, positive2: &Self::Vector, x: &Self::Vector, y: &Self::Vector ) -> (f64, f64)

fn read_from_slice(&mut self, dest: &mut Self::Vector, source: &[f64])

fn write_to_slice(&mut self, source: &Self::Vector, dest: &mut [f64])

fn copy_into(&mut self, array: &Self::Vector, dest: &mut Self::Vector)

fn axpy_out( &mut self, x: &Self::Vector, y: &Self::Vector, a: f64, out: &mut Self::Vector )

fn axpy(&mut self, x: &Self::Vector, y: &mut Self::Vector, a: f64)

fn fill_array(&mut self, array: &mut Self::Vector, val: f64)

fn array_all_finite(&mut self, array: &Self::Vector) -> bool

fn array_all_finite_and_nonzero(&mut self, array: &Self::Vector) -> bool

fn array_mult( &mut self, array1: &Self::Vector, array2: &Self::Vector, dest: &mut Self::Vector )

fn array_vector_dot( &mut self, array1: &Self::Vector, array2: &Self::Vector ) -> f64

fn array_gaussian<R: Rng + ?Sized>( &mut self, rng: &mut R, dest: &mut Self::Vector, stds: &Self::Vector )

fn array_update_variance( &mut self, mean: &mut Self::Vector, variance: &mut Self::Vector, value: &Self::Vector, diff_scale: f64 )

fn array_update_var_inv_std_draw_grad( &mut self, variance_out: &mut Self::Vector, inv_std: &mut Self::Vector, draw_var: &Self::Vector, grad_var: &Self::Vector, fill_invalid: Option<f64>, clamp: (f64, f64) )

fn array_update_var_inv_std_grad( &mut self, variance_out: &mut Self::Vector, inv_std: &mut Self::Vector, gradient: &Self::Vector, fill_invalid: f64, clamp: (f64, f64) )

fn array_update_var_inv_std_draw( &mut self, variance_out: &mut Self::Vector, inv_std: &mut Self::Vector, draw_var: &Self::Vector, scale: f64, fill_invalid: Option<f64>, clamp: (f64, f64) )

fn box_array(&mut self, array: &Self::Vector) -> Box<[f64]>