trace_gen_quad_form.hpp

Go to the documentation of this file.

#ifndef STAN_MATH_PRIM_FUN_TRACE_GEN_QUAD_FORM_HPP
#define STAN_MATH_PRIM_FUN_TRACE_GEN_QUAD_FORM_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/trace.hpp>
#include <stan/math/prim/fun/multiply.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/fun/transpose.hpp>
#include <exception>
 
namespace stan {
namespace math {
 
template <typename TD, typename TA, typename TB,
          typename = require_all_eigen_t<TD, TA, TB>,
          typename = require_all_not_vt_var<TD, TA, TB>,
          typename = require_any_not_vt_arithmetic<TD, TA, TB>>
inline auto trace_gen_quad_form(TD&& D, TA&& A, TB&& B) {
  check_square("trace_gen_quad_form", "A", A);
  check_square("trace_gen_quad_form", "D", D);
  check_multiplicable("trace_gen_quad_form", "A", A, "B", B);
  check_multiplicable("trace_gen_quad_form", "B", B, "D", D);
  decltype(auto) B_ref = to_ref(std::forward<TB>(B));
  return make_holder(
      [](auto&& D_, auto&& A_, auto&& B_ref_) {
        return multiply(B_ref_, D_.transpose())
            .cwiseProduct(multiply(A_, B_ref_))
            .sum();
      },
      std::forward<TD>(D), std::forward<TA>(A),
      std::forward<decltype(B_ref)>(B_ref));
}
 
template <typename EigMatD, typename EigMatA, typename EigMatB,
          require_all_eigen_vt<std::is_arithmetic, EigMatD, EigMatA,
                               EigMatB>* = nullptr>
inline double trace_gen_quad_form(const EigMatD& D, const EigMatA& A,
                                  const EigMatB& B) {
  check_square("trace_gen_quad_form", "A", A);
  check_square("trace_gen_quad_form", "D", D);
  check_multiplicable("trace_gen_quad_form", "A", A, "B", B);
  check_multiplicable("trace_gen_quad_form", "B", B, "D", D);
  const auto& B_ref = to_ref(B);
  return (B_ref * D.transpose()).cwiseProduct(A * B_ref).sum();
}
 
}  // namespace math
}  // namespace stan
 
#endif