Stan Math Library  2.14.0
reverse mode automatic differentiation
mdivide_left_spd.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_MDIVIDE_LEFT_SPD_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_MDIVIDE_LEFT_SPD_HPP
3 
4 #include <boost/math/tools/promotion.hpp>
11 
12 namespace stan {
13  namespace math {
14 
24  template <typename T1, typename T2, int R1, int C1, int R2, int C2>
25  inline
26  Eigen::Matrix<typename boost::math::tools::promote_args<T1, T2>::type,
27  R1, C2>
28  mdivide_left_spd(const Eigen::Matrix<T1, R1, C1> &A,
29  const Eigen::Matrix<T2, R2, C2> &b) {
30  check_symmetric("mdivide_left_spd", "A", A);
31  check_pos_definite("mdivide_left_spd", "A", A);
32  check_square("mdivide_left_spd", "A", A);
33  check_multiplicable("mdivide_left_spd", "A", A, "b", b);
34  return promote_common<Eigen::Matrix<T1, R1, C1>,
35  Eigen::Matrix<T2, R1, C1> >(A)
36  .llt()
37  .solve(promote_common<Eigen::Matrix<T1, R2, C2>,
38  Eigen::Matrix<T2, R2, C2> >(b));
39  }
40 
41  }
42 }
43 #endif
Eigen::Matrix< typename boost::math::tools::promote_args< T1, T2 >::type, R1, C2 > mdivide_left_spd(const Eigen::Matrix< T1, R1, C1 > &A, const Eigen::Matrix< T2, R2, C2 > &b)
Returns the solution of the system Ax=b where A is symmetric positive definite.
common_type< T1, T2 >::type promote_common(const F &u)
void check_symmetric(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Check if the specified matrix is symmetric.
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.
void check_square(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Check if the specified matrix is square.
void check_pos_definite(const char *function, const char *name, const Eigen::Matrix< T_y, -1, -1 > &y)
Check if the specified square, symmetric matrix is positive definite.

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