Stan Math Library
5.0.0
Automatic Differentiation
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Compute the trace of an inverse quadratic form.
I.E., this computes trace(B^T A^-1 B) where the LDLT_factor of A is provided.
T | type of the first matrix and the LDLT_factor |
EigMat2 | type of the second matrix |
A | first matrix as LDLT |
B | second matrix |
Definition at line 28 of file trace_inv_quad_form_ldlt.hpp.