hypot.hpp

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#ifndef __STAN__AGRAD__REV__HYPOT_HPP__
#define __STAN__AGRAD__REV__HYPOT_HPP__

#include <valarray>
#include <stan/agrad/rev/var.hpp>
#include <stan/agrad/rev/op/vv_vari.hpp>
#include <stan/agrad/rev/op/v_vari.hpp>
#include <boost/math/special_functions/hypot.hpp>

namespace stan {
  namespace agrad {

    namespace {
      class hypot_vv_vari : public op_vv_vari {
      public:
        hypot_vv_vari(vari* avi, vari* bvi) :
          op_vv_vari(boost::math::hypot(avi->val_,bvi->val_),
                     avi,bvi) {
        }
        void chain() {
          avi_->adj_ += adj_ * avi_->val_ / val_;
          bvi_->adj_ += adj_ * bvi_->val_ / val_;
        }
      };

      class hypot_vd_vari : public op_v_vari {
      public:
        hypot_vd_vari(vari* avi, double b) :
          op_v_vari(boost::math::hypot(avi->val_,b),
                    avi) {
        }
        void chain() {
          avi_->adj_ += adj_ * avi_->val_ / val_;
        }
      };
    }

    inline var hypot(const stan::agrad::var& a,
                     const stan::agrad::var& b) {
      return var(new hypot_vv_vari(a.vi_,b.vi_));
    }

    inline var hypot(const stan::agrad::var& a,
                     const double& b) {
      return var(new hypot_vd_vari(a.vi_,b));
    }

    inline var hypot(const double& a,
                     const stan::agrad::var& b) {
      return var(new hypot_vd_vari(b.vi_,a));
    }

  }
}
#endif