Stan Math Library  2.12.0
reverse mode automatic differentiation
trace_quad_form.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_TRACE_QUAD_FORM_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_TRACE_QUAD_FORM_HPP
3 
7 
8 namespace stan {
9  namespace math {
13  template<int RA, int CA, int RB, int CB>
14  inline double
15  trace_quad_form(const Eigen::Matrix<double, RA, CA> &A,
16  const Eigen::Matrix<double, RB, CB> &B) {
17  check_square("trace_quad_form", "A", A);
18  check_multiplicable("trace_quad_form",
19  "A", A,
20  "B", B);
21 
22  return (B.transpose()*A*B).trace();
23  }
24 
25  }
26 }
27 #endif
fvar< T > trace_quad_form(const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
bool check_multiplicable(const char *function, const char *name1, const T1 &y1, const char *name2, const T2 &y2)
Return true if the matrices can be multiplied.
T trace(const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
Returns the trace of the specified matrix.
Definition: trace.hpp:19
bool check_square(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified matrix is square.

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