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cleanup refactor: Use lmultiply throughout and make multiply_log an alias of it #3485

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cleanup refactor: Use lmultiply throughout and make multiply_log an alias of it #3485

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2 changes: 1 addition & 1 deletion doxygen/parallelism_support/opencl_support.md
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Expand Up @@ -141,6 +141,7 @@ C_sum.grad();
- inv, inv_cloglog, inv_logit, inv_sqrt, inv_square, inv_Phi
- ldexp
- lgamma
- lmultiply
- log, log10, log1m, log1p, log2, logit
- log1m_exp, log1p_exp, log1m_inv_logit, log_inv_logit
- log_diff_exp, log_inv_logit_diff
Expand All @@ -149,7 +150,6 @@ C_sum.grad();
- mean
- mdivide_left_tri_low, mdivide_right_tri_low
- multiply, operator*
- multiply_log, lmultiply
- Phi, Phi_approx
- pow
- segment
Expand Down
1 change: 0 additions & 1 deletion stan/math/fwd/fun.hpp
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Expand Up @@ -90,7 +90,6 @@
#include <stan/math/fwd/fun/modified_bessel_first_kind.hpp>
#include <stan/math/fwd/fun/modified_bessel_second_kind.hpp>
#include <stan/math/fwd/fun/multiply.hpp>
#include <stan/math/fwd/fun/multiply_log.hpp>
#include <stan/math/fwd/fun/multiply_lower_tri_self_transpose.hpp>
#include <stan/math/fwd/fun/norm.hpp>
#include <stan/math/fwd/fun/norm1.hpp>
Expand Down
30 changes: 0 additions & 30 deletions stan/math/fwd/fun/multiply_log.hpp
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6 changes: 0 additions & 6 deletions stan/math/opencl/kernel_generator/elt_function_cl.hpp
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Expand Up @@ -22,15 +22,11 @@
#include <stan/math/opencl/kernels/device_functions/log1m_inv_logit.hpp>
#include <stan/math/opencl/kernels/device_functions/log1p_exp.hpp>
#include <stan/math/opencl/kernels/device_functions/logit.hpp>
#include <stan/math/opencl/kernels/device_functions/multiply_log.hpp>
#include <stan/math/opencl/kernels/device_functions/Phi.hpp>
#include <stan/math/opencl/kernels/device_functions/Phi_approx.hpp>
#include <stan/math/opencl/kernels/device_functions/std_normal_lcdf.hpp>
#include <stan/math/opencl/kernels/device_functions/trigamma.hpp>
#include <stan/math/opencl/matrix_cl_view.hpp>
#include <stan/math/opencl/kernel_generator/common_return_scalar.hpp>
#include <stan/math/opencl/kernel_generator/type_str.hpp>
#include <stan/math/opencl/kernel_generator/name_generator.hpp>
#include <stan/math/opencl/kernel_generator/operation_cl.hpp>
#include <stan/math/opencl/kernel_generator/as_operation_cl.hpp>
#include <array>
Expand Down Expand Up @@ -417,8 +413,6 @@ ADD_BINARY_FUNCTION_WITH_INCLUDES(
ADD_BINARY_FUNCTION_WITH_INCLUDES(log_diff_exp,
opencl_kernels::log1m_exp_device_function,
opencl_kernels::log_diff_exp_device_function)
ADD_BINARY_FUNCTION_WITH_INCLUDES(
multiply_log, stan::math::opencl_kernels::multiply_log_device_function)
ADD_BINARY_FUNCTION_WITH_INCLUDES(
lmultiply, stan::math::opencl_kernels::lmultiply_device_function)

Expand Down
72 changes: 0 additions & 72 deletions stan/math/opencl/kernels/device_functions/multiply_log.hpp
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10 changes: 2 additions & 8 deletions stan/math/opencl/prim/neg_binomial_2_log_glm_lpmf.hpp
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Expand Up @@ -6,21 +6,15 @@
#include <stan/math/opencl/rev/operands_and_partials.hpp>
#include <stan/math/opencl/copy.hpp>
#include <stan/math/opencl/prim/multiply.hpp>
#include <stan/math/opencl/plain_type.hpp>
#include <stan/math/opencl/kernel_generator.hpp>
#include <stan/math/opencl/kernels/neg_binomial_2_log_glm_lpmf.hpp>
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/eval.hpp>
#include <stan/math/prim/fun/digamma.hpp>
#include <stan/math/prim/fun/lgamma.hpp>
#include <stan/math/prim/fun/multiply_log.hpp>
#include <stan/math/prim/fun/lmultiply.hpp>
#include <stan/math/prim/fun/size.hpp>
#include <stan/math/prim/fun/sum.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/fun/value_of_rec.hpp>
#include <vector>
#include <cmath>

namespace stan {
Expand Down Expand Up @@ -167,7 +161,7 @@ neg_binomial_2_log_glm_lpmf(const T_y_cl& y, const T_x_cl& x,
}

if constexpr (include_summand<propto, T_phi_cl>::value && !is_phi_vector) {
logp += N * (multiply_log(phi_val, phi_val) - lgamma(phi_val));
logp += N * (lmultiply(phi_val, phi_val) - lgamma(phi_val));
}
if constexpr (include_summand<propto, T_phi_cl>::value && !is_y_vector
&& !is_phi_vector) {
Expand Down
6 changes: 2 additions & 4 deletions stan/math/opencl/prim/neg_binomial_2_lpmf.hpp
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Expand Up @@ -4,13 +4,11 @@

#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/elt_divide.hpp>
#include <stan/math/prim/fun/elt_multiply.hpp>
#include <stan/math/prim/fun/exp.hpp>
#include <stan/math/opencl/kernel_generator.hpp>
#include <stan/math/prim/functor/partials_propagator.hpp>
#include <stan/math/prim/fun/multiply_log.hpp>
#include <stan/math/prim/fun/lmultiply.hpp>

namespace stan {
namespace math {
Expand Down Expand Up @@ -85,7 +83,7 @@ inline return_type_t<T_n_cl, T_location_cl, T_precision_cl> neg_binomial_2_lpmf(
logp1 + binomial_coefficient_log(n_plus_phi - 1, n), logp1);
auto logp_expr = colwise_sum(
static_select<include_summand<propto, T_location_cl>::value>(
logp2 + multiply_log(n, mu_val), logp2));
logp2 + lmultiply(n, mu_val), logp2));

auto mu_deriv = elt_divide(n, mu_val) - elt_divide(n + phi_val, mu_plus_phi);
auto log_term
Expand Down
3 changes: 1 addition & 2 deletions stan/math/opencl/prim/poisson_lpmf.hpp
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Expand Up @@ -5,7 +5,6 @@
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/log.hpp>
#include <stan/math/opencl/kernel_generator.hpp>
#include <stan/math/prim/functor/partials_propagator.hpp>

Expand Down Expand Up @@ -61,7 +60,7 @@ inline return_type_t<T_rate_cl> poisson_lpmf(const T_n_cl& n,
auto return_log_zero = colwise_max(
cast<char>(isinf(lambda_val) || (lambda_val == 0 && n != 0)));

auto logp1 = multiply_log(n, lambda_val);
auto logp1 = lmultiply(n, lambda_val);
auto logp2 = static_select<include_summand<propto, T_rate_cl>::value>(
logp1 - lambda_val, logp1);
auto logp_expr = colwise_sum(static_select<include_summand<propto>::value>(
Expand Down
1 change: 0 additions & 1 deletion stan/math/opencl/rev.hpp
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Expand Up @@ -83,7 +83,6 @@
#include <stan/math/opencl/rev/mdivide_left_tri_low.hpp>
#include <stan/math/opencl/rev/mdivide_right_tri_low.hpp>
#include <stan/math/opencl/rev/multiply.hpp>
#include <stan/math/opencl/rev/multiply_log.hpp>
#include <stan/math/opencl/rev/multiply_lower_tri_self_transpose.hpp>
#include <stan/math/opencl/rev/operands_and_partials.hpp>
#include <stan/math/opencl/rev/operator_unary_minus.hpp>
Expand Down
46 changes: 0 additions & 46 deletions stan/math/opencl/rev/multiply_log.hpp
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6 changes: 2 additions & 4 deletions stan/math/prim/constraint/offset_multiplier_constrain.hpp
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Expand Up @@ -4,13 +4,11 @@
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/fma.hpp>
#include <stan/math/prim/constraint/identity_constrain.hpp>
#include <stan/math/prim/fun/multiply_log.hpp>
#include <stan/math/prim/fun/lmultiply.hpp>
#include <stan/math/prim/fun/size.hpp>
#include <stan/math/prim/fun/sum.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/fun/eval.hpp>
#include <stan/math/prim/functor/apply.hpp>
#include <cmath>

namespace stan {
Expand Down Expand Up @@ -111,7 +109,7 @@ inline auto offset_multiplier_constrain(const T& x, const M& mu, const S& sigma,
check_positive_finite("offset_multiplier_constrain", "multiplier",
value_of_rec(sigma_ref));
if (math::size(sigma_ref) == 1) {
lp += sum(multiply_log(math::size(x), sigma_ref));
lp += sum(lmultiply(math::size(x), sigma_ref));
} else {
lp += sum(log(sigma_ref));
}
Expand Down
8 changes: 3 additions & 5 deletions stan/math/prim/fun/grad_reg_inc_gamma.hpp
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Expand Up @@ -4,13 +4,11 @@
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/exp.hpp>
#include <stan/math/prim/fun/gamma_p.hpp>
#include <stan/math/prim/fun/gamma_q.hpp>
#include <stan/math/prim/fun/is_any_nan.hpp>
#include <stan/math/prim/fun/is_inf.hpp>
#include <stan/math/prim/fun/log.hpp>
#include <stan/math/prim/fun/multiply_log.hpp>
#include <stan/math/prim/fun/lmultiply.hpp>
#include <cmath>
#include <limits>

Expand Down Expand Up @@ -93,12 +91,12 @@ inline return_type_t<T1, T2> grad_reg_inc_gamma(T1 a, T2 z, T1 g, T1 dig,
TP log_s = 0.0;
double s_sign = 1.0;
T2 log_z = log(z);
TP log_delta = log_s - multiply_log(2, a);
TP log_delta = log_s - lmultiply(2, a);
for (int k = 1; k <= max_steps; ++k) {
S += s_sign >= 0.0 ? exp(log_delta) : -exp(log_delta);
log_s += log_z - log(k);
s_sign = -s_sign;
log_delta = log_s - multiply_log(2, k + a);
log_delta = log_s - lmultiply(2, k + a);
if (is_inf(log_delta)) {
throw_domain_error("grad_reg_inc_gamma", "is not converging", "", "");
}
Expand Down
14 changes: 6 additions & 8 deletions stan/math/prim/fun/log_modified_bessel_first_kind.hpp
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Expand Up @@ -14,12 +14,10 @@
#include <stan/math/prim/fun/inv.hpp>
#include <stan/math/prim/fun/is_inf.hpp>
#include <stan/math/prim/fun/lgamma.hpp>
#include <stan/math/prim/fun/log.hpp>
#include <stan/math/prim/fun/log_sum_exp.hpp>
#include <stan/math/prim/fun/log1p.hpp>
#include <stan/math/prim/fun/log1p_exp.hpp>
#include <stan/math/prim/fun/multiply_log.hpp>
#include <stan/math/prim/fun/sqrt.hpp>
#include <stan/math/prim/fun/lmultiply.hpp>
#include <stan/math/prim/fun/square.hpp>
#include <stan/math/prim/functor/apply_scalar_binary.hpp>
#include <boost/math/tools/rational.hpp>
Expand Down Expand Up @@ -100,7 +98,7 @@ inline return_type_t<T1, T2, double> log_modified_bessel_first_kind(
6.27767773636292611e-16, 4.34709704153272287e-18,
2.63417742690109154e-20, 1.13943037744822825e-22,
9.07926920085624812e-25};
return log1p_exp(multiply_log(2, z) - log(4.0)
return log1p_exp(lmultiply(2, z) - log(4.0)
+ log(evaluate_polynomial(P, 0.25 * square(z))));
}
if (z < 500) {
Expand All @@ -119,15 +117,15 @@ inline return_type_t<T1, T2, double> log_modified_bessel_first_kind(
-4.49034849696138065e+13, 2.24155239966958995e+14,
-8.13426467865659318e+14, 2.02391097391687777e+15,
-3.08675715295370878e+15, 2.17587543863819074e+15};
return z + log(evaluate_polynomial(P, inv(z))) - multiply_log(0.5, z);
return z + log(evaluate_polynomial(P, inv(z))) - lmultiply(0.5, z);
}
// Max error in interpolated form : 2.437e-18
// Max Error found at double precision = Poly : 1.216719e-16
static constexpr double P[5]
= {3.98942280401432905e-01, 4.98677850491434560e-02,
2.80506308916506102e-02, 2.92179096853915176e-02,
4.53371208762579442e-02};
return z + log(evaluate_polynomial(P, inv(z))) - multiply_log(0.5, z);
return z + log(evaluate_polynomial(P, inv(z))) - lmultiply(0.5, z);
}
if (v == 1) { // WARNING: will not autodiff for v = 1 correctly
// modified from Boost's bessel_i1_imp in the double precision case
Expand Down Expand Up @@ -165,15 +163,15 @@ inline return_type_t<T1, T2, double> log_modified_bessel_first_kind(
4.614040809616582764e+13, -2.298849639457172489e+14,
8.325554073334618015e+14, -2.067285045778906105e+15,
3.146401654361325073e+15, -2.213318202179221945e+15};
return z + log(evaluate_polynomial(P, inv(z))) - multiply_log(0.5, z);
return z + log(evaluate_polynomial(P, inv(z))) - lmultiply(0.5, z);
}
// Max error in interpolated form: 1.320e-19
// Max Error found at double precision = Poly: 7.065357e-17
static constexpr double P[5]
= {3.989422804014314820e-01, -1.496033551467584157e-01,
-4.675105322571775911e-02, -4.090421597376992892e-02,
-5.843630344778927582e-02};
return z + log(evaluate_polynomial(P, inv(z))) - multiply_log(0.5, z);
return z + log(evaluate_polynomial(P, inv(z))) - lmultiply(0.5, z);
}
if (z > 100) {
// Boost does something like this in asymptotic_bessel_i_large_x
Expand Down
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