math/quad__form__diag_8hpp_source.html

#ifndef STAN_MATH_PRIM_FUN_QUAD_FORM_DIAG_HPP

#define STAN_MATH_PRIM_FUN_QUAD_FORM_DIAG_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 EigMat, typename EigVec, require_eigen_t<EigMat>* = nullptr,

          require_eigen_vector_t<EigVec>* = nullptr>

inline auto quad_form_diag(const EigMat& mat, const EigVec& vec) {

  check_square("quad_form_diag", "mat", mat);

  check_size_match("quad_form_diag", "rows of mat", mat.rows(), "size of vec",

                   vec.size());

  return make_holder(

      [](const auto& v, const auto& x) {

        return v.asDiagonal() * x * v.asDiagonal();

      },

      to_ref(vec), to_ref(mat));

}


}  // namespace math

}  // namespace stan


#endif

Eigen.hpp

stan::math::check_square
void check_square(const char *function, const char *name, const T_y &y)
Check if the specified matrix is square.
Definition check_square.hpp:23

stan::math::quad_form_diag
auto quad_form_diag(const EigMat &mat, const EigVec &vec)
Definition quad_form_diag.hpp:13

stan::math::make_holder
auto make_holder(const F &func, Args &&... args)
Constructs an expression from given arguments using given functor.
Definition holder.hpp:352

stan::math::to_ref
ref_type_t< T && > to_ref(T &&a)
This evaluates expensive Eigen expressions.
Definition to_ref.hpp:17

stan::math::check_size_match
void check_size_match(const char *function, const char *name_i, T_size1 i, const char *name_j, T_size2 j)
Check if the provided sizes match.
Definition check_size_match.hpp:24

stan
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...
Definition fvar.hpp:9

err.hpp

to_ref.hpp