LDLT_factor.hpp

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#ifndef STAN_MATH_REV_FUN_LDLT_FACTOR_HPP
#define STAN_MATH_REV_FUN_LDLT_FACTOR_HPP
 
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/LDLT_factor.hpp>
 
namespace stan {
namespace math {
 
template <typename T>
class LDLT_factor<T, require_eigen_matrix_dynamic_vt<is_var, T>> {
 private:
  arena_t<plain_type_t<T>> matrix_;
  Eigen::LDLT<Eigen::MatrixXd> ldlt_;
 
 public:
  template <typename S,
            require_same_t<plain_type_t<T>, plain_type_t<S>>* = nullptr>
  explicit LDLT_factor(const S& matrix)
      : matrix_(matrix), ldlt_(matrix.val().ldlt()) {}
 
  const auto& matrix() const noexcept { return matrix_; }
 
  const auto& ldlt() const noexcept { return ldlt_; }
};
 
template <typename T>
class LDLT_factor<T, require_var_matrix_t<T>> {
 private:
  std::decay_t<T> matrix_;
  Eigen::LDLT<Eigen::MatrixXd> ldlt_;
 
 public:
  template <typename S,
            require_same_t<plain_type_t<T>, plain_type_t<S>>* = nullptr>
  explicit LDLT_factor(const S& matrix)
      : matrix_(matrix), ldlt_(matrix.val().ldlt()) {}
 
  const auto& matrix() const noexcept { return matrix_; }
 
  const auto& ldlt() const noexcept { return ldlt_; }
};
 
}  // namespace math
}  // namespace stan
#endif