quad_form_sym.hpp

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#ifndef STAN_MATH_FWD_FUN_QUAD_FORM_SYM_HPP
#define STAN_MATH_FWD_FUN_QUAD_FORM_SYM_HPP
 
#include <stan/math/fwd/core.hpp>
#include <stan/math/fwd/fun/multiply.hpp>
#include <stan/math/prim/fun/dot_product.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
 
namespace stan {
namespace math {
 
template <typename EigMat1, typename EigMat2,
          require_all_eigen_t<EigMat1, EigMat2>* = nullptr,
          require_not_eigen_col_vector_t<EigMat2>* = nullptr,
          require_any_vt_fvar<EigMat1, EigMat2>* = nullptr>
inline promote_scalar_t<return_type_t<EigMat1, EigMat2>, EigMat2> quad_form_sym(
    EigMat1&& A, EigMat2&& B) {
  using T_ret = return_type_t<EigMat1, EigMat2>;
  check_multiplicable("quad_form_sym", "A", A, "B", B);
  decltype(auto) A_ref = to_ref(std::forward<EigMat1>(A));
  check_symmetric("quad_form_sym", "A", A_ref);
  decltype(auto) B_ref = to_ref(std::forward<EigMat2>(B));
  promote_scalar_t<T_ret, plain_type_t<EigMat2>> ret(
      multiply(B_ref.transpose(),
               multiply(std::forward<decltype(A_ref)>(A_ref), B_ref)));
  return make_holder(
      [](auto&& ret) { return T_ret(0.5) * (ret + ret.transpose()); },
      std::move(ret));
}
 
template <typename EigMat, typename ColVec, require_eigen_t<EigMat>* = nullptr,
          require_eigen_col_vector_t<ColVec>* = nullptr,
          require_any_vt_fvar<EigMat, ColVec>* = nullptr>
inline return_type_t<EigMat, ColVec> quad_form_sym(EigMat&& A, ColVec&& B) {
  check_multiplicable("quad_form_sym", "A", A, "B", B);
  decltype(auto) A_ref = to_ref(std::forward<EigMat>(A));
  check_symmetric("quad_form_sym", "A", A_ref);
  decltype(auto) B_ref = to_ref(std::forward<ColVec>(B));
  return make_holder(
      [](auto&& B_ref_, auto&& A_ref_) {
        return dot_product(
            B_ref_, multiply(std::forward<decltype(A_ref_)>(A_ref_), B_ref_));
      },
      std::forward<decltype(B_ref)>(B_ref),
      std::forward<decltype(A_ref)>(A_ref));
}
 
}  // namespace math
}  // namespace stan
 
#endif