Stan Math Library
5.0.0
Automatic Differentiation
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Compute the trace of an inverse quadratic form premultiplied by a square matrix.
This computes trace(B^T A^-1 B) where the LDLT_factor of A is provided.
T1 | type of elements in the LDLT_factor |
T2 | type of the second matrix |
A | an LDLT_factor |
B | a matrix |
Definition at line 33 of file trace_inv_quad_form_ldlt.hpp.