trace_inv_quad_form_ldlt.hpp

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#ifndef STAN_MATH_PRIM_FUN_TRACE_INV_QUAD_FORM_LDLT_HPP
#define STAN_MATH_PRIM_FUN_TRACE_INV_QUAD_FORM_LDLT_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/LDLT_factor.hpp>
#include <stan/math/prim/fun/mdivide_left_ldlt.hpp>
#include <stan/math/prim/fun/trace.hpp>
#include <stan/math/prim/fun/transpose.hpp>
#include <stan/math/prim/fun/multiply.hpp>
 
namespace stan {
namespace math {
 
template <typename T, typename EigMat2,
          typename = require_all_not_st_var<T, EigMat2>>
inline return_type_t<T, EigMat2> trace_inv_quad_form_ldlt(LDLT_factor<T>& A,
                                                          const EigMat2& B) {
  check_multiplicable("trace_inv_quad_form_ldlt", "A", A.matrix(), "B", B);
 
  if (A.matrix().size() == 0) {
    return 0;
  }
 
  return B.cwiseProduct(mdivide_left_ldlt(A, B)).sum();
}
 
}  // namespace math
}  // namespace stan
 
#endif