Stan Math Library  2.12.0
reverse mode automatic differentiation
trace_quad_form.hpp
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1 #ifndef STAN_MATH_FWD_MAT_FUN_TRACE_QUAD_FORM_HPP
2 #define STAN_MATH_FWD_MAT_FUN_TRACE_QUAD_FORM_HPP
3 
4 #include <boost/type_traits.hpp>
11 #include <stan/math/fwd/core.hpp>
12 
13 namespace stan {
14  namespace math {
15 
16  template<int RA, int CA, int RB, int CB, typename T>
17  inline fvar<T>
18  trace_quad_form(const Eigen::Matrix<fvar<T>, RA, CA> &A,
19  const Eigen::Matrix<fvar<T>, RB, CB> &B) {
20  check_square("trace_quad_form", "A", A);
21  check_multiplicable("trace_quad_form",
22  "A", A,
23  "B", B);
24  return trace(multiply(transpose(B),
25  multiply(A, B)));
26  }
27 
28  template<int RA, int CA, int RB, int CB, typename T>
29  inline fvar<T>
30  trace_quad_form(const Eigen::Matrix<fvar<T>, RA, CA> &A,
31  const Eigen::Matrix<double, RB, CB> &B) {
32  check_square("trace_quad_form", "A", A);
33  check_multiplicable("trace_quad_form",
34  "A", A,
35  "B", B);
36  return trace(multiply(transpose(B),
37  multiply(A, B)));
38  }
39 
40  template<int RA, int CA, int RB, int CB, typename T>
41  inline fvar<T>
42  trace_quad_form(const Eigen::Matrix<double, RA, CA> &A,
43  const Eigen::Matrix<fvar<T>, RB, CB> &B) {
44  check_square("trace_quad_form", "A", A);
45  check_multiplicable("trace_quad_form",
46  "A", A,
47  "B", B);
48  return trace(multiply(transpose(B),
49  multiply(A, B)));
50  }
51  }
52 }
53 
54 #endif
55 
fvar< T > trace_quad_form(const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
Eigen::Matrix< fvar< T >, R1, C1 > multiply(const Eigen::Matrix< fvar< T >, R1, C1 > &m, const fvar< T > &c)
Definition: multiply.hpp:20
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.
T trace(const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
Returns the trace of the specified matrix.
Definition: trace.hpp:19
Eigen::Matrix< T, C, R > transpose(const Eigen::Matrix< T, R, C > &m)
Definition: transpose.hpp:12
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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