Stan Math Library  2.11.0
reverse mode automatic differentiation
multiply_lower_tri_self_transpose.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_MULTIPLY_LOWER_TRI_SELF_TRANSPOSE_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_MULTIPLY_LOWER_TRI_SELF_TRANSPOSE_HPP
3 
5 
6 namespace stan {
7  namespace math {
8 
17  inline matrix_d
19  int K = L.rows();
20  int J = L.cols();
21  int k;
22  matrix_d LLt(K, K);
23  matrix_d Lt = L.transpose();
24 
25  if (K == 0)
26  return matrix_d(0, 0);
27  if (K == 1) {
28  matrix_d result(1, 1);
29  result(0, 0) = L(0, 0) * L(0, 0);
30  return result;
31  }
32 
33  for (int m = 0; m < K; ++m) {
34  k = (J < m + 1) ? J : m + 1;
35  LLt(m, m) = Lt.col(m).head(k).squaredNorm();
36  for (int n = (m + 1); n < K; ++n) {
37  LLt(n, m) = LLt(m, n) = Lt.col(m).head(k).dot(Lt.col(n).head(k));
38  }
39  }
40  return LLt;
41  }
42 
43  }
44 }
45 #endif
Eigen::Matrix< fvar< T >, R, R > multiply_lower_tri_self_transpose(const Eigen::Matrix< fvar< T >, R, C > &m)
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > matrix_d
Type for matrix of double values.
Definition: typedefs.hpp:23

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