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Add genearlized inverse #773

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Dec 21, 2020
Merged

Add genearlized inverse #773

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e88fefa
Add genearlized inverse
spinkney Dec 18, 2020
c6eefc7
Added stan code
spinkney Dec 19, 2020
6960226
minor fixes
rok-cesnovar Dec 19, 2020
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1 change: 1 addition & 0 deletions src/middle/Stan_math_signatures.ml
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Expand Up @@ -882,6 +882,7 @@ let () =
add_nullary "e" ;
add_unqualified ("eigenvalues_sym", ReturnType UVector, [UMatrix]) ;
add_unqualified ("eigenvectors_sym", ReturnType UMatrix, [UMatrix]) ;
add_unqualified ("generalized_inverse", ReturnType UMatrix, [UMatrix]) ;
add_unqualified ("qr_Q", ReturnType UMatrix, [UMatrix]) ;
add_unqualified ("qr_R", ReturnType UMatrix, [UMatrix]) ;
add_unqualified ("qr_thin_Q", ReturnType UMatrix, [UMatrix]) ;
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23 changes: 23 additions & 0 deletions test/integration/good/function-signatures/math/matrix/generalized_inverse.stan
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@@ -0,0 +1,23 @@
data {
int d_row;
int d_col;
matrix[d_row,d_col] d_matrix;
}

transformed data {
matrix[d_col,d_row] transformed_data_matrix;
transformed_data_matrix = generalized_inverse(d_matrix);
}
parameters {
real y_p;
matrix[d_row,d_col] p_matrix;
}
transformed parameters {
matrix[d_col,d_row] transformed_param_matrix;

transformed_param_matrix = generalized_inverse(d_matrix);
transformed_param_matrix = generalized_inverse(p_matrix);
}
model {
y_p ~ normal(0,1);
}
23 changes: 23 additions & 0 deletions test/integration/good/function-signatures/math/matrix/pretty.expected
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Expand Up @@ -8647,6 +8647,29 @@ transformed parameters {
transformed_param_matrix_array_3d = gamma_q(d_matrix_array_3d,
p_matrix_array_3d);
}
model {
y_p ~ normal(0, 1);
}

$ ../../../../../../../install/default/bin/stanc --auto-format generalized_inverse.stan
data {
int d_row;
int d_col;
matrix[d_row, d_col] d_matrix;
}
transformed data {
matrix[d_col, d_row] transformed_data_matrix;
transformed_data_matrix = generalized_inverse(d_matrix);
}
parameters {
real y_p;
matrix[d_row, d_col] p_matrix;
}
transformed parameters {
matrix[d_col, d_row] transformed_param_matrix;
transformed_param_matrix = generalized_inverse(d_matrix);
transformed_param_matrix = generalized_inverse(p_matrix);
}
model {
y_p ~ normal(0, 1);
}
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1 change: 1 addition & 0 deletions test/integration/signatures/stan_math_sigs.expected
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Expand Up @@ -8882,6 +8882,7 @@ real gaussian_dlm_obs_lpdf(matrix, matrix, matrix, vector, matrix, vector,
matrix)
real gaussian_dlm_obs_lpdf(matrix, matrix, matrix, matrix, matrix, vector,
matrix)
matrix generalized_inverse(matrix)
matrix gp_dot_prod_cov(real[], real)
matrix gp_dot_prod_cov(real[], real[], real)
matrix gp_dot_prod_cov(real[], real[], real)
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