matrix_normal_prec_log() [1/2]

template<bool propto, typename T_y , typename T_Mu , typename T_Sigma , typename T_D , require_all_matrix_t< T_y, T_Mu, T_Sigma, T_D > * = nullptr>

return_type_t< T_y, T_Mu, T_Sigma, T_D > stan::math::matrix_normal_prec_log	(	const T_y &	y,
		const T_Mu &	Mu,
		const T_Sigma &	Sigma,
		const T_D &	D
	)

The log of the matrix normal density for the given y, mu, Sigma and D where Sigma and D are given as precision matrices, not covariance matrices.

Deprecated:

use matrix_normal_prec_lpdf

Parameters

y	An mxn matrix.
Mu	The mean matrix.
Sigma	The mxm inverse covariance matrix (i.e., the precision matrix) of the rows of y.
D	The nxn inverse covariance matrix (i.e., the precision matrix) of the columns of y.

Returns

The log of the matrix normal density.

Exceptions

std::domain_error

if Sigma or D are not square, not symmetric, or not semi-positive definite.

Template Parameters

T_y	Type of scalar.
T_Mu	Type of location.
T_Sigma	Type of Sigma.
T_D	Type of D.

Definition at line 34 of file matrix_normal_prec_log.hpp.