quad_form_sym.hpp

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#ifndef STAN_MATH_PRIM_FUN_QUAD_FORM_SYM_HPP
#define STAN_MATH_PRIM_FUN_QUAD_FORM_SYM_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 plain_type_t<EigMat2> quad_form_sym(EigMat1&& A, EigMat2&& B) {
  check_multiplicable("quad_form_sym", "A", A, "B", B);
  decltype(auto) A_ref = to_ref(std::forward<EigMat1>(A));
  decltype(auto) B_ref = to_ref(std::forward<EigMat2>(B));
  check_symmetric("quad_form_sym", "A", A_ref);
  return make_holder([](auto&& ret) { return 0.5 * (ret + ret.transpose()); },
                     (B_ref.transpose() * A_ref * B_ref).eval());
}
 
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_sym(EigMat&& A, ColVec&& B) {
  check_multiplicable("quad_form_sym", "A", A, "B", B);
  decltype(auto) A_ref = to_ref(std::forward<EigMat>(A));
  decltype(auto) B_ref = to_ref(std::forward<ColVec>(B));
  check_symmetric("quad_form_sym", "A", A_ref);
  return make_holder([](auto&& A_, auto&& B_) { return B_.dot(A_ * B_); },
                     std::forward<decltype(A_ref)>(A_ref),
                     std::forward<decltype(B_ref)>(B_ref));
}
 
}  // namespace math
}  // namespace stan
 
#endif