Automatic Differentiation
 
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◆ matrix_normal_prec_lpdf() [1/2]

template<bool propto, typename T_y , typename T_Mu , typename T_Sigma , typename T_D , require_all_matrix_t< T_y, T_Mu, T_Sigma, T_D > * = nullptr>
return_type_t< T_y, T_Mu, T_Sigma, T_D > stan::math::matrix_normal_prec_lpdf ( const T_y &  y,
const T_Mu &  Mu,
const T_Sigma &  Sigma,
const T_D &  D 
)

The log of the matrix normal density for the given y, mu, Sigma and D where Sigma and D are given as precision matrices, not covariance matrices.

Template Parameters
T_ytype of scalar
T_Mutype of location
T_Sigmatype of Sigma
T_Dtype of D
Parameters
yAn mxn matrix.
MuThe mean matrix.
SigmaThe mxm inverse covariance matrix (i.e., the precision matrix) of the rows of y.
DThe nxn inverse covariance matrix (i.e., the precision matrix) of the columns of y.
Returns
The log of the matrix normal density.
Exceptions
std::domain_errorif Sigma or D are not square, not symmetric, or not semi-positive definite.

Definition at line 36 of file matrix_normal_prec_lpdf.hpp.