Stan Math Library  2.20.0
reverse mode automatic differentiation
mdivide_left_ldlt.hpp
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1 #ifndef STAN_MATH_FWD_MAT_FUN_MDIVIDE_LEFT_LDLT_HPP
2 #define STAN_MATH_FWD_MAT_FUN_MDIVIDE_LEFT_LDLT_HPP
3 
9 
10 namespace stan {
11 namespace math {
12 
21 template <int R1, int C1, int R2, int C2, typename T2>
22 inline Eigen::Matrix<fvar<T2>, R1, C2> mdivide_left_ldlt(
24  const Eigen::Matrix<fvar<T2>, R2, C2> &b) {
25  check_multiplicable("mdivide_left_ldlt", "A", A, "b", b);
26 
27  Eigen::Matrix<T2, R2, C2> b_val(b.rows(), b.cols());
28  Eigen::Matrix<T2, R2, C2> b_der(b.rows(), b.cols());
29  for (int i = 0; i < b.rows(); i++)
30  for (int j = 0; j < b.cols(); j++) {
31  b_val(i, j) = b(i, j).val_;
32  b_der(i, j) = b(i, j).d_;
33  }
34 
35  return to_fvar(mdivide_left_ldlt(A, b_val), mdivide_left_ldlt(A, b_der));
36 }
37 
38 } // namespace math
39 } // namespace stan
40 #endif
Eigen::Matrix< fvar< T2 >, R1, C2 > mdivide_left_ldlt(const LDLT_factor< double, R1, C1 > &A, const Eigen::Matrix< fvar< T2 >, R2, C2 > &b)
Returns the solution of the system Ax=b given an LDLT_factor of A.
std::vector< fvar< T > > to_fvar(const std::vector< T > &v)
Definition: to_fvar.hpp:12
LDLT_factor is a thin wrapper on Eigen::LDLT to allow for reusing factorizations and efficient autodi...
Definition: LDLT_factor.hpp:63
void check_multiplicable(const char *function, const char *name1, const T1 &y1, const char *name2, const T2 &y2)
Check if the matrices can be multiplied.
This template class represents scalars used in forward-mode automatic differentiation, which consist of values and directional derivatives of the specified template type.
Definition: fvar.hpp:41

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