Merge pull request #2548 from yizhang-cae/feature-2539-matrix_exp_mult

Feature 2539 matrix exp mult
stan-dev · Jun 16, 2018 · 1b8a066 · 1b8a066
2 parents 8d67511 + ce2431a
commit 1b8a066
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diff --git a/src/stan/lang/function_signatures.h b/src/stan/lang/function_signatures.h
@@ -674,6 +674,7 @@ for (const auto& t : all_vector_types) {
  }
 add_nullary("machine_precision");
 add("matrix_exp", expr_type(matrix_type()), expr_type(matrix_type()));
+add("matrix_exp_multiply", expr_type(matrix_type()), expr_type(matrix_type()), expr_type(matrix_type()));
 add("max", expr_type(int_type()), expr_type(int_type(), 1));
 add("max", expr_type(double_type()), expr_type(double_type(), 1));
 add("max", expr_type(double_type()), expr_type(vector_type()));
@@ -1040,6 +1041,7 @@ add("rows_dot_product", expr_type(vector_type()), expr_type(matrix_type()), expr
 add("rows_dot_self", expr_type(vector_type()), expr_type(vector_type()));
 add("rows_dot_self", expr_type(vector_type()), expr_type(row_vector_type()));
 add("rows_dot_self", expr_type(vector_type()), expr_type(matrix_type()));
+add("scale_matrix_exp_multiply", expr_type(matrix_type()), expr_type(double_type()), expr_type(matrix_type()), expr_type(matrix_type()));
 for (size_t i = 0; i < vector_types.size(); ++i) {
   for (size_t j = 0; j < vector_types.size(); ++j) {
     for (size_t k = 0; k < vector_types.size(); ++k) {

diff --git a/src/test/test-models/good/function-signatures/math/matrix/matrix_exp_multiply.stan b/src/test/test-models/good/function-signatures/math/matrix/matrix_exp_multiply.stan
@@ -0,0 +1,25 @@
+data {
+  int d_int;
+  int d_col;
+  matrix[d_int,d_int] d_matrix_a;
+  matrix[d_int,d_col] d_matrix_b;
+}
+transformed data {
+  matrix[d_int,d_col] transformed_data_matrix;
+  transformed_data_matrix = matrix_exp_multiply(d_matrix_a, d_matrix_b);
+}
+parameters {
+  real y_p;
+  matrix[d_int,d_int] p_matrix_a;
+  matrix[d_int,d_col] p_matrix_b;
+}
+transformed parameters {
+  matrix[d_int,d_col] transformed_param_matrix;
+
+  transformed_param_matrix = matrix_exp_multiply(p_matrix_a, p_matrix_b);
+  transformed_param_matrix = matrix_exp_multiply(p_matrix_a, d_matrix_b);
+  transformed_param_matrix = matrix_exp_multiply(d_matrix_a, p_matrix_b);
+}
+model {
+  y_p ~ normal(0,1);
+}
diff --git a/src/test/test-models/good/function-signatures/math/matrix/scale_matrix_exp_multiply.stan b/src/test/test-models/good/function-signatures/math/matrix/scale_matrix_exp_multiply.stan
@@ -0,0 +1,26 @@
+data {
+  int d_int;
+  int d_col;
+  real d_t;
+  matrix[d_int,d_int] d_matrix_a;
+  matrix[d_int,d_col] d_matrix_b;
+}
+transformed data {
+  matrix[d_int,d_col] transformed_data_matrix;
+  transformed_data_matrix = scale_matrix_exp_multiply(d_t, d_matrix_a, d_matrix_b);
+}
+parameters {
+  real y_p;
+  matrix[d_int,d_int] p_matrix_a;
+  matrix[d_int,d_col] p_matrix_b;
+}
+transformed parameters {
+  matrix[d_int,d_col] transformed_param_matrix;
+
+  transformed_param_matrix = scale_matrix_exp_multiply(d_t, p_matrix_a, p_matrix_b);
+  transformed_param_matrix = scale_matrix_exp_multiply(d_t, p_matrix_a, d_matrix_b);
+  transformed_param_matrix = scale_matrix_exp_multiply(d_t, d_matrix_a, p_matrix_b);
+}
+model {
+  y_p ~ normal(0,1);
+}
diff --git a/src/test/unit/lang/parser/matrix_functions_test.cpp b/src/test/unit/lang/parser/matrix_functions_test.cpp
@@ -163,6 +163,10 @@ TEST(lang_parser, matrix_exp_matrix_function_signatures) {
     test_parsable("function-signatures/math/matrix/matrix_exp");
 }
 
+TEST(lang_parser, matrix_exp_multiply_matrix_function_signatures) {
+    test_parsable("function-signatures/math/matrix/matrix_exp_multiply");
+}
+
 TEST(lang_parser, max_matrix_function_signatures) {
   test_parsable("function-signatures/math/matrix/max");
 }
@@ -259,6 +263,10 @@ TEST(lang_parser, rows_dot_self_matrix_function_signatures) {
   test_parsable("function-signatures/math/matrix/rows_dot_self");
 }
 
+TEST(lang_parser, scale_matrix_exp_multiply_matrix_function_signatures) {
+    test_parsable("function-signatures/math/matrix/scale_matrix_exp_multiply");
+}
+
 TEST(lang_parser, singular_values_matrix_function_signatures) {
   test_parsable("function-signatures/math/matrix/singular_values");
 }