Automatic Differentiation
 
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◆ trace_gen_inv_quad_form_ldlt() [3/4]

template<typename Td , typename Ta , typename Tb , require_not_col_vector_t< Td > * = nullptr, require_all_matrix_t< Td, Ta, Tb > * = nullptr, require_any_st_var< Td, Ta, Tb > * = nullptr>
var stan::math::trace_gen_inv_quad_form_ldlt ( const Td &  D,
LDLT_factor< Ta > &  A,
const Tb &  B 
)
inline

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.

Template Parameters
Tdtype of the first matrix
Tatype of matrix in the LDLT_factor
Tbtype of the second matrix
Parameters
Da square matrix
Aan LDLT_factor
Ba matrix
Returns
The trace of the inverse quadratic form.

Definition at line 33 of file trace_gen_inv_quad_form_ldlt.hpp.