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(const EigMat1& A, const EigMat2& B) {
  check_multiplicable("quad_form_sym", "A", A, "B", B);
  const auto& A_ref = to_ref(A);
  const auto& B_ref = to_ref(B);
  check_symmetric("quad_form_sym", "A", A_ref);
  return make_holder(
      [](const 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(const EigMat& A, const ColVec& B) {
  check_multiplicable("quad_form_sym", "A", A, "B", B);
  const auto& A_ref = to_ref(A);
  const auto& B_ref = to_ref(B);
  check_symmetric("quad_form_sym", "A", A_ref);
  return B_ref.dot(A_ref * B_ref);
}
 
}  // namespace math
}  // namespace stan
 
#endif