Stan Math Library  2.11.0
reverse mode automatic differentiation
quad_form_sym.hpp
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1 #ifndef STAN_MATH_FWD_MAT_FUN_QUAD_FORM_SYM_HPP
2 #define STAN_MATH_FWD_MAT_FUN_QUAD_FORM_SYM_HPP
3 
4 #include <stan/math/fwd/core.hpp>
8 
9 namespace stan {
10  namespace math {
11 
12  template<int RA, int CA, int RB, int CB, typename T>
13  inline Eigen::Matrix<fvar<T>, CB, CB>
14  quad_form_sym(const Eigen::Matrix<fvar<T>, RA, CA>& A,
15  const Eigen::Matrix<double, RB, CB>& B) {
16  check_square("quad_form_sym", "A", A);
17  check_multiplicable("quad_form_sym",
18  "A", A,
19  "B", B);
20  check_symmetric("quad_form_sym", "A", A);
21  Eigen::Matrix<fvar<T>, CB, CB>
22  ret(multiply(transpose(B), multiply(A, B)));
23  return T(0.5) * (ret + transpose(ret));
24  }
25 
26  template<int RA, int CA, int RB, typename T>
27  inline fvar<T>
28  quad_form_sym(const Eigen::Matrix<fvar<T>, RA, CA>& A,
29  const Eigen::Matrix<double, RB, 1>& B) {
30  check_square("quad_form_sym", "A", A);
31  check_multiplicable("quad_form_sym",
32  "A", A,
33  "B", B);
34  check_symmetric("quad_form_sym", "A", A);
35  return dot_product(B, multiply(A, B));
36  }
37  template<int RA, int CA, int RB, int CB, typename T>
38  inline Eigen::Matrix<fvar<T>, CB, CB>
39  quad_form_sym(const Eigen::Matrix<double, RA, CA>& A,
40  const Eigen::Matrix<fvar<T>, RB, CB>& B) {
41  check_square("quad_form_sym", "A", A);
42  check_multiplicable("quad_form_sym",
43  "A", A,
44  "B", B);
45  check_symmetric("quad_form_sym", "A", A);
46  Eigen::Matrix<fvar<T>, CB, CB>
47  ret(multiply(transpose(B), multiply(A, B)));
48  return T(0.5) * (ret + transpose(ret));
49  }
50 
51  template<int RA, int CA, int RB, typename T>
52  inline fvar<T>
53  quad_form_sym(const Eigen::Matrix<double, RA, CA>& A,
54  const Eigen::Matrix<fvar<T>, RB, 1>& B) {
55  check_square("quad_form_sym", "A", A);
56  check_multiplicable("quad_form_sym",
57  "A", A,
58  "B", B);
59  check_symmetric("quad_form_sym", "A", A);
60  return dot_product(B, multiply(A, B));
61  }
62  }
63 }
64 
65 #endif
66 
Eigen::Matrix< fvar< T >, R1, C1 > multiply(const Eigen::Matrix< fvar< T >, R1, C1 > &m, const fvar< T > &c)
Definition: multiply.hpp:21
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.
fvar< T > dot_product(const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
Definition: dot_product.hpp:20
Eigen::Matrix< fvar< T >, CB, CB > quad_form_sym(const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< double, RB, CB > &B)
bool check_symmetric(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified matrix is symmetric.
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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