Automatic Differentiation
 
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◆ trace_inv_quad_form_ldlt() [2/2]

template<typename T1 , typename T2 , require_all_matrix_t< T1, T2 > * = nullptr, require_any_st_var< T1, T2 > * = nullptr>
var stan::math::trace_inv_quad_form_ldlt ( LDLT_factor< T1 > &  A,
const T2 &  B 
)
inline

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.

Template Parameters
T1type of elements in the LDLT_factor
T2type of the second matrix
Parameters
Aan LDLT_factor
Ba matrix
Returns
The trace of the inverse quadratic form.

Definition at line 32 of file trace_inv_quad_form_ldlt.hpp.