Stan Math Library
4.9.0
Automatic Differentiation
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Compute the trace of an inverse quadratic form premultiplied by a square matrix.
This computes trace(D B^T A^-1 B) where D is a square matrix and the LDLT_factor of A is provided.
Td | type of the first matrix |
Ta | type of matrix in the LDLT_factor |
Tb | type of the second matrix |
D | a square matrix |
A | an LDLT_factor |
B | a matrix |
Definition at line 33 of file trace_gen_inv_quad_form_ldlt.hpp.