quad_form.hpp

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#ifndef STAN_MATH_PRIM_FUN_QUAD_FORM_HPP
#define STAN_MATH_PRIM_FUN_QUAD_FORM_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_not_eigen_col_vector_t<EigMat2>* = nullptr,
          require_vt_same<EigMat1, EigMat2>* = nullptr,
          require_all_vt_arithmetic<EigMat1, EigMat2>* = nullptr>
inline auto quad_form(const EigMat1& A, const EigMat2& B) {
  check_square("quad_form", "A", A);
  check_multiplicable("quad_form", "A", A, "B", B);
  return make_holder(
      [](const auto& b, const auto& a) { return b.transpose() * a * b; },
      to_ref(B), to_ref(A));
}
 
template <typename EigMat, typename ColVec, require_eigen_t<EigMat>* = nullptr,
          require_eigen_col_vector_t<ColVec>* = nullptr,
          require_vt_same<EigMat, ColVec>* = nullptr,
          require_all_vt_arithmetic<EigMat, ColVec>* = nullptr>
inline value_type_t<EigMat> quad_form(const EigMat& A, const ColVec& B) {
  check_square("quad_form", "A", A);
  check_multiplicable("quad_form", "A", A, "B", B);
  const auto& B_ref = to_ref(B);
  return B_ref.dot(A * B_ref);
}
 
}  // namespace math
}  // namespace stan
 
#endif