Automatic Differentiation
 
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quad_form_sym.hpp
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1#ifndef STAN_MATH_FWD_FUN_QUAD_FORM_SYM_HPP
2#define STAN_MATH_FWD_FUN_QUAD_FORM_SYM_HPP
3
8
9namespace stan {
10namespace math {
11
26template <typename EigMat1, typename EigMat2,
27 require_all_eigen_t<EigMat1, EigMat2>* = nullptr,
28 require_not_eigen_col_vector_t<EigMat2>* = nullptr,
29 require_any_vt_fvar<EigMat1, EigMat2>* = nullptr>
31 const EigMat1& A, const EigMat2& B) {
33 check_multiplicable("quad_form_sym", "A", A, "B", B);
34 check_symmetric("quad_form_sym", "A", A);
35 const auto& B_ref = to_ref(B);
37 multiply(B_ref.transpose(), multiply(A, B_ref)));
38 return T_ret(0.5) * (ret + ret.transpose());
39}
40
53template <typename EigMat, typename ColVec, require_eigen_t<EigMat>* = nullptr,
54 require_eigen_col_vector_t<ColVec>* = nullptr,
55 require_any_vt_fvar<EigMat, ColVec>* = nullptr>
57 const ColVec& B) {
58 check_multiplicable("quad_form_sym", "A", A, "B", B);
59 check_symmetric("quad_form_sym", "A", A);
60 const auto& B_ref = to_ref(B);
61 return dot_product(B_ref, multiply(A, B_ref));
62}
63
64} // namespace math
65} // namespace stan
66
67#endif
void check_symmetric(const char *function, const char *name, const matrix_cl< T > &y)
Check if the matrix_cl is symmetric.
typename return_type< Ts... >::type return_type_t
Convenience type for the return type of the specified template parameters.
void check_multiplicable(const char *function, const char *name1, const T1 &y1, const char *name2, const T2 &y2)
Check if the matrices can be multiplied.
typename promote_scalar_type< std::decay_t< T >, std::decay_t< S > >::type promote_scalar_t
auto multiply(const Mat1 &m1, const Mat2 &m2)
Return the product of the specified matrices.
Definition multiply.hpp:18
ref_type_t< T && > to_ref(T &&a)
This evaluates expensive Eigen expressions.
Definition to_ref.hpp:17
promote_scalar_t< return_type_t< EigMat1, EigMat2 >, EigMat2 > quad_form_sym(const EigMat1 &A, const EigMat2 &B)
Return the quadratic form of a symmetric matrix.
auto dot_product(const T_a &a, const T_b &b)
Returns the dot product of the specified vectors.
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...