1 #ifndef STAN_MATH_FWD_MAT_FUN_MDIVIDE_LEFT_LDLT_HPP 2 #define STAN_MATH_FWD_MAT_FUN_MDIVIDE_LEFT_LDLT_HPP 10 #include <boost/math/tools/promotion.hpp> 23 template <
int R1,
int C1,
int R2,
int C2,
typename T2>
24 inline Eigen::Matrix<fvar<T2>, R1, C2>
26 const Eigen::Matrix<
fvar<T2>, R2, C2> &b) {
29 Eigen::Matrix<T2, R2, C2> b_val(b.rows(), b.cols());
30 Eigen::Matrix<T2, R2, C2> b_der(b.rows(), b.cols());
31 for (
int i = 0; i < b.rows(); i++)
32 for (
int j = 0; j < b.cols(); j++) {
33 b_val(i, j) = b(i, j).val_;
34 b_der(i, j) = b(i, j).d_;
Eigen::Matrix< fvar< T2 >, R1, C2 > mdivide_left_ldlt(const LDLT_factor< double, R1, C1 > &A, const Eigen::Matrix< fvar< T2 >, R2, C2 > &b)
Returns the solution of the system Ax=b given an LDLT_factor of A.
std::vector< fvar< T > > to_fvar(const std::vector< T > &v)
LDLT_factor is a thin wrapper on Eigen::LDLT to allow for reusing factorizations and efficient autodi...
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.