Stan Math Library  2.14.0
reverse mode automatic differentiation
trace_gen_quad_form.hpp
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1 #ifndef STAN_MATH_FWD_MAT_FUN_TRACE_GEN_QUAD_FORM_HPP
2 #define STAN_MATH_FWD_MAT_FUN_TRACE_GEN_QUAD_FORM_HPP
3 
10 
11 namespace stan {
12  namespace math {
13 
14  template<int RD, int CD, int RA, int CA, int RB, int CB, typename T>
15  inline fvar<T>
16  trace_gen_quad_form(const Eigen::Matrix<fvar<T>, RD, CD> &D,
17  const Eigen::Matrix<fvar<T>, RA, CA> &A,
18  const Eigen::Matrix<fvar<T>, RB, CB> &B) {
19  check_square("trace_gen_quad_form", "A", A);
20  check_square("trace_gen_quad_form", "D", D);
21  check_multiplicable("trace_gen_quad_form", "A", A, "B", B);
22  check_multiplicable("trace_gen_quad_form", "B", B, "D", D);
23  return trace(multiply(multiply(D, transpose(B)),
24  multiply(A, B)));
25  }
26 
27  }
28 }
29 #endif
Eigen::Matrix< fvar< T >, R1, C1 > multiply(const Eigen::Matrix< fvar< T >, R1, C1 > &m, const fvar< T > &c)
Definition: multiply.hpp:20
fvar< T > trace_gen_quad_form(const Eigen::Matrix< fvar< T >, RD, CD > &D, const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
void check_multiplicable(const char *function, const char *name1, const T1 &y1, const char *name2, const T2 &y2)
Check if the matrices can be multiplied.
void check_square(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Check if the specified matrix is square.
T trace(const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
Returns the trace of the specified matrix.
Definition: trace.hpp:19
Eigen::Matrix< T, C, R > transpose(const Eigen::Matrix< T, R, C > &m)
Definition: transpose.hpp:12

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