trace_gen_inv_quad_form_ldlt() [1/4]

template<typename EigMat1 , typename T2 , typename EigMat3 , require_not_col_vector_t< EigMat1 > * = nullptr, require_all_not_st_var< EigMat1, T2, EigMat3 > * = nullptr>

return_type_t< EigMat1, T2, EigMat3 > stan::math::trace_gen_inv_quad_form_ldlt ( const EigMat1 &  D, LDLT_factor< T2 > &  A, const EigMat3 &  B  )

inline

Compute the trace of an inverse quadratic form.

I.E., this computes trace(D B^T A^-1 B) where D is a square matrix and the LDLT_factor of A is provided.

Template Parameters

EigMat1	type of the first matrix
T2	type of matrix in the LDLT_factor
EigMat3	type of the third matrix

Parameters

D	multiplier
A	LDLT_factor
B	inner term in quadratic form

Returns

trace(D * B^T * A^-1 * B)

Exceptions

std::domain_error	if D is not square
std::domain_error	if A cannot be multiplied by B or B cannot be multiplied by D.

Definition at line 36 of file trace_gen_inv_quad_form_ldlt.hpp.