chol2inv.hpp

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#ifndef STAN_MATH_PRIM_FUN_CHOL2INV_HPP
#define STAN_MATH_PRIM_FUN_CHOL2INV_HPP
 
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/mdivide_left_tri.hpp>
#include <stan/math/prim/fun/inv_square.hpp>
#include <stan/math/prim/fun/crossprod.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
 
namespace stan {
namespace math {
 
template <typename T, require_eigen_t<T>* = nullptr>
inline plain_type_t<T> chol2inv(T&& L) {
  decltype(auto) L_ref = to_ref(std::forward<T>(L));
  check_square("chol2inv", "L", L_ref);
  check_lower_triangular("chol2inv", "L", L_ref);
  int K = L_ref.rows();
  using T_result = plain_type_t<T>;
  if (K == 0) {
    return std::forward<decltype(L_ref)>(L_ref);
  }
  if (K == 1) {
    T_result X(1, 1);
    X.coeffRef(0) = inv_square(L_ref.coeff(0, 0));
    return X;
  }
  return crossprod(
      mdivide_left_tri<Eigen::Lower>(std::forward<decltype(L_ref)>(L_ref)));
}
 
}  // namespace math
}  // namespace stan
 
#endif