mdivide_left_ldlt.hpp

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#ifndef STAN_MATH_PRIM_FUN_MDIVIDE_LEFT_LDLT_HPP
#define STAN_MATH_PRIM_FUN_MDIVIDE_LEFT_LDLT_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/LDLT_factor.hpp>
#include <type_traits>
 
namespace stan {
namespace math {
 
template <typename T, typename EigMat, require_eigen_t<EigMat>* = nullptr,
          require_all_not_st_var<T, EigMat>* = nullptr,
          require_any_not_t<std::is_arithmetic<value_type_t<T>>,
                            is_fvar<value_type_t<EigMat>>>* = nullptr>
inline Eigen::Matrix<return_type_t<T, EigMat>, Eigen::Dynamic,
                     EigMat::ColsAtCompileTime>
mdivide_left_ldlt(LDLT_factor<T>& A, const EigMat& b) {
  check_multiplicable("mdivide_left_ldlt", "A", A.matrix(), "b", b);
 
  if (A.matrix().cols() == 0) {
    return {0, b.cols()};
  }
 
  return A.ldlt().solve(
      Eigen::Matrix<return_type_t<T, EigMat>, EigMat::RowsAtCompileTime,
                    EigMat::ColsAtCompileTime>(b));
}
 
}  // namespace math
}  // namespace stan
 
#endif