trace_gen_inv_quad_form_ldlt() [2/4]

template<typename EigVec , typename T , typename EigMat , require_col_vector_t< EigVec > * = nullptr, require_all_not_st_var< EigVec, T, EigMat > * = nullptr>

return_type_t< EigVec, T, EigMat > stan::math::trace_gen_inv_quad_form_ldlt ( const EigVec &  D, LDLT_factor< T > &  A, const EigMat &  B  )

inline

Compute the trace of an inverse quadratic form.

I.E., this computes trace(diag(D) B^T A^-1 B) where D is the diagonal of a diagonal matrix (diag(D) is the diagonal matrix itself) and the LDLT_factor of A is provided.

Template Parameters

EigVec	type of the diagonal of first matrix
T	type of matrix in the LDLT_factor
EigMat	type of the B matrix

Parameters

D	diagonal of multiplier
A	LDLT_factor
B	inner term in quadratic form

Returns

trace(diag(D) * B^T * A^-1 * B)

Exceptions

std::domain_error

if A cannot be multiplied by B or B cannot be multiplied by diag(D).

Definition at line 69 of file trace_gen_inv_quad_form_ldlt.hpp.