Stan Math Library  2.15.0
reverse mode automatic differentiation
mdivide_left_tri.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_MDIVIDE_LEFT_TRI_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_MDIVIDE_LEFT_TRI_HPP
3 
4 #include <boost/math/tools/promotion.hpp>
9 
10 namespace stan {
11  namespace math {
12 
22  template <int TriView, typename T1, typename T2,
23  int R1, int C1, int R2, int C2>
24  inline
25  Eigen::Matrix<typename boost::math::tools::promote_args<T1, T2>::type,
26  R1, C2>
27  mdivide_left_tri(const Eigen::Matrix<T1, R1, C1> &A,
28  const Eigen::Matrix<T2, R2, C2> &b) {
29  check_square("mdivide_left_tri", "A", A);
30  check_multiplicable("mdivide_left_tri", "A", A, "b", b);
31  return promote_common<Eigen::Matrix<T1, R1, C1>,
32  Eigen::Matrix<T2, R1, C1> >(A)
33  .template triangularView<TriView>()
34  .solve(promote_common<Eigen::Matrix<T1, R2, C2>,
35  Eigen::Matrix<T2, R2, C2> >(b));
36  }
37 
45  template<int TriView, typename T, int R1, int C1>
46  inline
47  Eigen::Matrix<T, R1, C1>
48  mdivide_left_tri(const Eigen::Matrix<T, R1, C1> &A) {
49  check_square("mdivide_left_tri", "A", A);
50  int n = A.rows();
51  Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> b;
52  b.setIdentity(n, n);
53  A.template triangularView<TriView>().solveInPlace(b);
54  return b;
55  }
56 
57  }
58 }
59 #endif
common_type< T1, T2 >::type promote_common(const F &u)
Return the result of promoting either a scalar or the scalar elements of a container to either of two...
Eigen::Matrix< typename boost::math::tools::promote_args< T1, T2 >::type, R1, C2 > mdivide_left_tri(const Eigen::Matrix< T1, R1, C1 > &A, const Eigen::Matrix< T2, R2, C2 > &b)
Returns the solution of the system Ax=b when A is triangular.
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.

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