matrix_exp.hpp

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#ifndef STAN_MATH_PRIM_FUN_MATRIX_EXP_HPP
#define STAN_MATH_PRIM_FUN_MATRIX_EXP_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/fun/exp.hpp>
#include <stan/math/prim/fun/matrix_exp_pade.hpp>
#include <stan/math/prim/fun/matrix_exp_2x2.hpp>
#include <stan/math/prim/fun/square.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename T, typename = require_eigen_t<T>>
inline plain_type_t<T> matrix_exp(const T& A_in) {
  using std::exp;
  const auto& A = A_in.eval();
  check_square("matrix_exp", "input matrix", A);
  if (T::RowsAtCompileTime == 1 && T::ColsAtCompileTime == 1) {
    plain_type_t<T> res;
    res << exp(A(0));
    return res;
  }
  if (A_in.size() == 0) {
    return {};
  }
  return (A.cols() == 2
          && square(value_of(A(0, 0)) - value_of(A(1, 1)))
                     + 4 * value_of(A(0, 1)) * value_of(A(1, 0))
                 > 0)
             ? matrix_exp_2x2(A)
             : matrix_exp_pade(A);
}
 
}  // namespace math
}  // namespace stan
 
#endif