trace_dot() [2/3]

template<typename EigMat1 , typename EigMat2 , require_all_eigen_vt< std::is_arithmetic, EigMat1, EigMat2 > * = nullptr>

auto stan::math::trace_dot ( EigMat1 &&  A, EigMat2 &&  B  )

inline

Compute the trace of the product of two matrices, \( \text{tr}(A \cdot B) = \sum_{i,j} A_{ij} B_{ji} \).

This is more efficient than computing the full product and taking the trace, as it avoids forming the intermediate matrix.

Template Parameters

EigMat1	A type either inheriting from Eigen::DenseBase or a var_value with an inner type inheriting from Eigen::DenseBase
EigMat2	A type either inheriting from Eigen::DenseBase or a var_value with an inner type inheriting from Eigen::DenseBase

Parameters

A	first matrix (m x n)
B	second matrix (n x m)

Returns

trace of A * B

Exceptions

std::invalid_argument

if A and B have incompatible dimensions

Definition at line 30 of file trace_dot.hpp.