Stan Math Library
4.9.0
Automatic Differentiation
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Return the trace of D times the quadratic form of B and A.
That is, ‘trace_gen_quad_form(D, A, B) = trace(D * B’ * A * B).`
This overload requires one of D, A, or B to be a var_value<T>
where T
inherits from EigenBase
TD | type of first matrix argument |
TA | type of second matrix argument |
TB | type of third matrix argument |
D | multiplier |
A | outside term in quadratic form |
B | inner term in quadratic form |
std::domain_error | if A or D is not square |
std::domain_error | if A cannot be multiplied by B or B cannot be multiplied by D. |
Definition at line 91 of file trace_gen_quad_form.hpp.