Stan Math Library  2.15.0
reverse mode automatic differentiation
mdivide_left_ldlt.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_MAT_FUN_MDIVIDE_LEFT_LDLT_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_MDIVIDE_LEFT_LDLT_HPP
3 
4 #include <boost/math/tools/promotion.hpp>
9 #include <boost/type_traits/is_same.hpp>
10 
11 namespace stan {
12  namespace math {
13 
22  template <int R1, int C1, int R2, int C2, typename T1, typename T2>
23  inline Eigen::Matrix<typename
24  boost::math::tools::promote_args<T1, T2>::type,
25  R1, C2>
27  const Eigen::Matrix<T2, R2, C2> &b) {
28  check_multiplicable("mdivide_left_ldlt", "A", A, "b", b);
29 
30  return A.solve(promote_common<Eigen::Matrix<T1, R2, C2>,
31  Eigen::Matrix<T2, R2, C2> >(b));
32  }
33 
34  }
35 }
36 #endif
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.
const Eigen::internal::solve_retval< ldlt_t, Rhs > solve(const Eigen::MatrixBase< Rhs > &b) const
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...
LDLT_factor is a thin wrapper on Eigen::LDLT to allow for reusing factorizations and efficient autodi...
Definition: LDLT_factor.hpp:63
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.

     [ Stan Home Page ] © 2011–2016, Stan Development Team.