mdivide_left_spd.hpp

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#ifndef STAN_MATH_PRIM_FUN_MDIVIDE_LEFT_SPD_HPP
#define STAN_MATH_PRIM_FUN_MDIVIDE_LEFT_SPD_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/to_ref.hpp>
 
namespace stan {
namespace math {
 
template <typename EigMat1, typename EigMat2,
          require_all_eigen_t<EigMat1, EigMat2>* = nullptr,
          require_all_not_vt_var<EigMat1, EigMat2>* = nullptr>
inline Eigen::Matrix<return_type_t<EigMat1, EigMat2>,
                     EigMat1::RowsAtCompileTime, EigMat2::ColsAtCompileTime>
mdivide_left_spd(const EigMat1& A, const EigMat2& b) {
  static constexpr const char* function = "mdivide_left_spd";
  check_multiplicable(function, "A", A, "b", b);
  const auto& A_ref = to_ref(A);
  check_symmetric(function, "A", A_ref);
  check_not_nan(function, "A", A_ref);
  if (A.size() == 0) {
    return {0, b.cols()};
  }
 
  auto llt
      = Eigen::Matrix<return_type_t<EigMat1, EigMat2>,
                      EigMat1::RowsAtCompileTime, EigMat1::ColsAtCompileTime>(
            A_ref)
            .llt();
  check_pos_definite(function, "A", llt);
  return llt.solve(
      Eigen::Matrix<return_type_t<EigMat1, EigMat2>, EigMat2::RowsAtCompileTime,
                    EigMat2::ColsAtCompileTime>(b));
}
 
}  // namespace math
}  // namespace stan
 
#endif