Stan Math Library  2.15.0
reverse mode automatic differentiation
mdivide_right_ldlt.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_MDIVIDE_RIGHT_LDLT_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_MDIVIDE_RIGHT_LDLT_HPP
3 
9 #include <boost/math/tools/promotion.hpp>
10 
11 namespace stan {
12  namespace math {
13 
22  template <typename T1, typename T2, int R1, int C1, int R2, int C2>
23  inline
24  Eigen::Matrix<typename boost::math::tools::promote_args<T1, T2>::type,
25  R1, C2>
26  mdivide_right_ldlt(const Eigen::Matrix<T1, R1, C1> &b,
27  const LDLT_factor<T2, R2, C2> &A) {
28  check_multiplicable("mdivide_right_ldlt", "b", b, "A", A);
29 
30  return transpose(mdivide_left_ldlt(A, transpose(b)));
31  }
32 
33  template <int R1, int C1, int R2, int C2>
34  inline Eigen::Matrix<double, R1, C2>
35  mdivide_right_ldlt(const Eigen::Matrix<double, R1, C1> &b,
36  const LDLT_factor<double, R2, C2> &A) {
37  check_multiplicable("mdivide_right_ldlt", "b", b, "A", A);
38  return A.solveRight(b);
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.
matrix_t solveRight(const matrix_t &B) const
Eigen::Matrix< typename boost::math::tools::promote_args< T1, T2 >::type, R1, C2 > mdivide_right_ldlt(const Eigen::Matrix< T1, R1, C1 > &b, const LDLT_factor< T2, R2, C2 > &A)
Returns the solution of the system xA=b given an LDLT_factor of A.
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.
Eigen::Matrix< T, C, R > transpose(const Eigen::Matrix< T, R, C > &m)
Definition: transpose.hpp:12

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