Stan Math Library  2.10.0
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  stan::math::check_square("mdivide_left_tri", "A", A);
30  stan::math::check_multiplicable("mdivide_left_tri",
31  "A", A,
32  "b", b);
33  return promote_common<Eigen::Matrix<T1, R1, C1>,
34  Eigen::Matrix<T2, R1, C1> >(A)
35  .template triangularView<TriView>()
36  .solve(promote_common<Eigen::Matrix<T1, R2, C2>,
37  Eigen::Matrix<T2, R2, C2> >(b));
38  }
39 
47  template<int TriView, typename T, int R1, int C1>
48  inline
49  Eigen::Matrix<T, R1, C1>
50  mdivide_left_tri(const Eigen::Matrix<T, R1, C1> &A) {
51  stan::math::check_square("mdivide_left_tri", "A", A);
52  int n = A.rows();
53  Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> b;
54  b.setIdentity(n, n);
55  A.template triangularView<TriView>().solveInPlace(b);
56  return b;
57  }
58 
59  }
60 }
61 #endif
common_type< T1, T2 >::type promote_common(const F &u)
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.
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.
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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