Stan Math Library  2.12.0
reverse mode automatic differentiation
mdivide_left_ldlt.hpp
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1 #ifndef STAN_MATH_FWD_MAT_FUN_MDIVIDE_LEFT_LDLT_HPP
2 #define STAN_MATH_FWD_MAT_FUN_MDIVIDE_LEFT_LDLT_HPP
3 
10 #include <boost/math/tools/promotion.hpp>
11 
12 namespace stan {
13  namespace math {
14 
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) {
27  check_multiplicable("mdivide_left_ldlt", "A", A, "b", b);
28 
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_;
35  }
36 
37  return to_fvar(mdivide_left_ldlt(A, b_val),
38  mdivide_left_ldlt(A, b_der));
39  }
40 
41  }
42 }
43 #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.
std::vector< fvar< T > > to_fvar(const std::vector< T > &v)
Definition: to_fvar.hpp:14
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.

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