Stan Math Library  2.11.0
reverse mode automatic differentiation
quad_form_sym.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_QUAD_FORM_SYM_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_QUAD_FORM_SYM_HPP
3 
4 #include <boost/utility/enable_if.hpp>
5 #include <boost/type_traits.hpp>
13 
14 namespace stan {
15  namespace math {
16 
17  template<int RA, int CA, int RB, int CB, typename T>
18  inline Eigen::Matrix<T, CB, CB>
19  quad_form_sym(const Eigen::Matrix<T, RA, CA>& A,
20  const Eigen::Matrix<T, RB, CB>& B) {
22 
23  stan::math::check_square("quad_form_sym", "A", A);
24  stan::math::check_multiplicable("quad_form_sym",
25  "A", A,
26  "B", B);
27  stan::math::check_symmetric("quad_form_sym", "A", A);
28  Eigen::Matrix<T, CB, CB> ret(multiply(transpose(B), multiply(A, B)));
29  return T(0.5) * (ret + transpose(ret));
30  }
31 
32  template<int RA, int CA, int RB, typename T>
33  inline T
34  quad_form_sym(const Eigen::Matrix<T, RA, CA>& A,
35  const Eigen::Matrix<T, RB, 1>& B) {
38 
39  stan::math::check_square("quad_form_sym", "A", A);
40  stan::math::check_multiplicable("quad_form_sym",
41  "A", A,
42  "B", B);
43  stan::math::check_symmetric("quad_form_sym", "A", A);
44  return dot_product(B, multiply(A, B));
45  }
46  }
47 }
48 
49 #endif
50 
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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