trace_gen_quad_form() [2/3]

template<typename EigMatD , typename EigMatA , typename EigMatB , require_all_eigen_vt< std::is_arithmetic, EigMatD, EigMatA, EigMatB > * = nullptr>

double stan::math::trace_gen_quad_form ( const EigMatD &  D, const EigMatA &  A, const EigMatB &  B  )

inline

Return the trace of D times the quadratic form of B and A.

That is, ‘trace_gen_quad_form(D, A, B) = trace(D * B’ * A * B).` This is the overload for arithmetic types to allow Eigen's expression templates to be used for efficiency.

Template Parameters

EigMatD	type of the first matrix or expression
EigMatA	type of the second matrix or expression
EigMatB	type of the third matrix or expression

Parameters

D	multiplier
A	outside term in quadratic form
B	inner term in quadratic form

Returns

trace(D * B' * A * B)

Exceptions

std::domain_error	if A or D is not square
std::domain_error	if A cannot be multiplied by B or B cannot be multiplied by D.

Definition at line 66 of file trace_gen_quad_form.hpp.