matrix_exp_multiply.hpp

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#ifndef STAN_MATH_REV_FUN_MATRIX_EXP_MULTIPLY_HPP
#define STAN_MATH_REV_FUN_MATRIX_EXP_MULTIPLY_HPP
 
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/rev/fun/multiply.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/matrix_exp.hpp>
 
namespace stan {
namespace math {
 
template <typename Ta, typename Tb, require_all_eigen_t<Ta, Tb>* = nullptr,
          require_any_st_autodiff<Ta, Tb>* = nullptr>
inline Eigen::Matrix<return_type_t<Ta, Tb>, -1, Tb::ColsAtCompileTime>
matrix_exp_multiply(const Ta& A, const Tb& B) {
  check_square("matrix_exp_multiply", "input matrix", A);
  check_multiplicable("matrix_exp_multiply", "A", A, "B", B);
  if (A.size() == 0) {
    return {0, B.cols()};
  }
 
  return multiply(matrix_exp(A), B);
}
 
}  // namespace math
}  // namespace stan
 
#endif