Struct 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: Debug + CpuLogpFunc> Debug for CpuMath<F>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

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

type Vector = Col<Own<f64>>

type EigVectors = Mat<Own<f64>>

type EigValues = Col<Own<f64>>

type LogpErr = <F as CpuLogpFunc>::LogpError

type Err = CpuMathError

type TransformParams = <F as CpuLogpFunc>::TransformParams

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

fn new_eig_vectors<'a>( &'a mut self, vals: impl ExactSizeIterator<Item = &'a [f64]>, ) -> Self::EigVectors

fn new_eig_values(&mut self, vals: &[f64]) -> Self::EigValues

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

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 sq_norm_sum(&mut self, x: &Self::Vector, y: &Self::Vector) -> 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_mult_eigs( &mut self, stds: &Self::Vector, rhs: &Self::Vector, dest: &mut Self::Vector, vecs: &Self::EigVectors, vals: &Self::EigValues, )

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_gaussian_eigs<R: Rng + ?Sized>( &mut self, rng: &mut R, dest: &mut Self::Vector, scale: &Self::Vector, vals: &Self::EigValues, vecs: &Self::EigVectors, )

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( &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 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 eigs_as_array(&mut self, source: &Self::EigValues) -> Box<[f64]>

fn inv_transform_normalize( &mut self, params: &Self::TransformParams, untransformed_position: &Self::Vector, untransofrmed_gradient: &Self::Vector, transformed_position: &mut Self::Vector, transformed_gradient: &mut Self::Vector, ) -> Result<f64, Self::LogpErr>

fn init_from_untransformed_position( &mut self, params: &Self::TransformParams, untransformed_position: &Self::Vector, untransformed_gradient: &mut Self::Vector, transformed_position: &mut Self::Vector, transformed_gradient: &mut Self::Vector, ) -> Result<(f64, f64), Self::LogpErr>

fn init_from_transformed_position( &mut self, params: &Self::TransformParams, untransformed_position: &mut Self::Vector, untransformed_gradient: &mut Self::Vector, transformed_position: &Self::Vector, transformed_gradient: &mut Self::Vector, ) -> Result<(f64, f64), Self::LogpErr>

fn update_transformation<'a, R: Rng + ?Sized>( &'a mut self, rng: &mut R, untransformed_positions: impl ExactSizeIterator<Item = &'a Self::Vector>, untransformed_gradients: impl ExactSizeIterator<Item = &'a Self::Vector>, untransformed_logp: impl ExactSizeIterator<Item = &'a f64>, params: &'a mut Self::TransformParams, ) -> Result<(), Self::LogpErr>

fn new_transformation<R: Rng + ?Sized>( &mut self, rng: &mut R, untransformed_position: &Self::Vector, untransfogmed_gradient: &Self::Vector, chain: u64, ) -> Result<Self::TransformParams, Self::LogpErr>

fn transformation_id( &self, params: &Self::TransformParams, ) -> Result<i64, Self::LogpErr>

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

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