Stan Math Library  2.20.0
reverse mode automatic differentiation
quad_form_sym.hpp
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1 #ifndef STAN_MATH_FWD_MAT_FUN_QUAD_FORM_SYM_HPP
2 #define STAN_MATH_FWD_MAT_FUN_QUAD_FORM_SYM_HPP
3 
4 #include <stan/math/fwd/core.hpp>
7 
8 namespace stan {
9 namespace math {
10 
11 template <int RA, int CA, int RB, int CB, typename T>
12 inline Eigen::Matrix<fvar<T>, CB, CB> quad_form_sym(
13  const Eigen::Matrix<fvar<T>, RA, CA>& A,
14  const Eigen::Matrix<double, RB, CB>& B) {
15  check_square("quad_form_sym", "A", A);
16  check_multiplicable("quad_form_sym", "A", A, "B", B);
17  check_symmetric("quad_form_sym", "A", A);
18  Eigen::Matrix<fvar<T>, CB, CB> ret(multiply(transpose(B), multiply(A, B)));
19  return T(0.5) * (ret + transpose(ret));
20 }
21 
22 template <int RA, int CA, int RB, typename T>
23 inline fvar<T> quad_form_sym(const Eigen::Matrix<fvar<T>, RA, CA>& A,
24  const Eigen::Matrix<double, RB, 1>& B) {
25  check_square("quad_form_sym", "A", A);
26  check_multiplicable("quad_form_sym", "A", A, "B", B);
27  check_symmetric("quad_form_sym", "A", A);
28  return dot_product(B, multiply(A, B));
29 }
30 template <int RA, int CA, int RB, int CB, typename T>
31 inline Eigen::Matrix<fvar<T>, CB, CB> quad_form_sym(
32  const Eigen::Matrix<double, RA, CA>& A,
33  const Eigen::Matrix<fvar<T>, RB, CB>& B) {
34  check_square("quad_form_sym", "A", A);
35  check_multiplicable("quad_form_sym", "A", A, "B", B);
36  check_symmetric("quad_form_sym", "A", A);
37  Eigen::Matrix<fvar<T>, CB, CB> ret(multiply(transpose(B), multiply(A, B)));
38  return T(0.5) * (ret + transpose(ret));
39 }
40 
41 template <int RA, int CA, int RB, typename T>
42 inline fvar<T> quad_form_sym(const Eigen::Matrix<double, RA, CA>& A,
43  const Eigen::Matrix<fvar<T>, RB, 1>& B) {
44  check_square("quad_form_sym", "A", A);
45  check_multiplicable("quad_form_sym", "A", A, "B", B);
46  check_symmetric("quad_form_sym", "A", A);
47  return dot_product(B, multiply(A, B));
48 }
49 } // namespace math
50 } // namespace stan
51 
52 #endif
void check_square(const char *function, const char *name, const matrix_cl &y)
Check if the matrix_cl is square.
Eigen::Matrix< fvar< T >, R1, C1 > multiply(const Eigen::Matrix< fvar< T >, R1, C1 > &m, const fvar< T > &c)
Definition: multiply.hpp:14
fvar< T > dot_product(const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
Definition: dot_product.hpp:14
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.
matrix_cl transpose(const matrix_cl &src)
Takes the transpose of the matrix on the OpenCL device.
Definition: transpose.hpp:20
Eigen::Matrix< fvar< T >, CB, CB > quad_form_sym(const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< double, RB, CB > &B)
void check_symmetric(const char *function, const char *name, const matrix_cl &y)
Check if the matrix_cl is symmetric.
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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