trace_dot.hpp

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#ifndef STAN_MATH_REV_FUN_TRACE_DOT_HPP
#define STAN_MATH_REV_FUN_TRACE_DOT_HPP
 
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/rev/fun/value_of.hpp>
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/trace_dot.hpp>
 
namespace stan {
namespace math {
 
template <typename Mat1, typename Mat2,
          require_all_matrix_t<Mat1, Mat2>* = nullptr,
          require_any_rev_matrix_t<Mat1, Mat2>* = nullptr>
inline var trace_dot(Mat1&& A, Mat2&& B) {
  check_size_match("trace_dot", "A.cols()", A.cols(), "B.rows()", B.rows());
  check_size_match("trace_dot", "A.rows()", A.rows(), "B.cols()", B.cols());
  if constexpr (is_autodiff_v<Mat1> && is_autodiff_v<Mat2>) {
    arena_t<Mat1> arena_A(std::forward<Mat1>(A));
    arena_t<Mat2> arena_B(std::forward<Mat2>(B));
    auto res_val = arena_A.val().cwiseProduct(arena_B.val().transpose()).sum();
    return make_callback_var(res_val, [arena_A, arena_B](auto&& res) mutable {
      if constexpr (is_var_matrix<Mat1>::value) {
        arena_A.adj().noalias() += res.adj() * arena_B.val().transpose();
      } else {
        arena_A.adj() += res.adj() * arena_B.val().transpose();
      }
      if constexpr (is_var_matrix<Mat2>::value) {
        arena_B.adj().noalias() += res.adj() * arena_A.val().transpose();
      } else {
        arena_B.adj() += res.adj() * arena_A.val().transpose();
      }
    });
  } else if constexpr (is_autodiff_v<Mat2>) {
    arena_t<Mat1> arena_A(std::forward<Mat1>(A));
    arena_t<Mat2> arena_B(std::forward<Mat2>(B));
    auto res_val = arena_A.cwiseProduct(arena_B.val().transpose()).sum();
    return make_callback_var(res_val, [arena_A, arena_B](auto&& res) mutable {
      if constexpr (is_var_matrix<Mat2>::value) {
        arena_B.adj().noalias() += res.adj() * arena_A.transpose();
      } else {
        arena_B.adj() += res.adj() * arena_A.transpose();
      }
    });
  } else {
    arena_t<Mat1> arena_A(std::forward<Mat1>(A));
    arena_t<Mat2> arena_B(std::forward<Mat2>(B));
    auto res_val = arena_A.val().cwiseProduct(arena_B.transpose()).sum();
    return make_callback_var(res_val, [arena_A, arena_B](auto&& res) mutable {
      if constexpr (is_var_matrix<Mat1>::value) {
        arena_A.adj().noalias() += res.adj() * arena_B.transpose();
      } else {
        arena_A.adj() += res.adj() * arena_B.transpose();
      }
    });
  }
}
 
}  // namespace math
}  // namespace stan
#endif