1 #ifndef STAN_MATH_REV_MAT_FUN_TRACE_QUAD_FORM_HPP 2 #define STAN_MATH_REV_MAT_FUN_TRACE_QUAD_FORM_HPP 13 #include <type_traits> 18 template <
typename Ta,
int Ra,
int Ca,
typename Tb,
int Rb,
int Cb>
22 const Eigen::Matrix<Tb, Rb, Cb>& B)
27 Eigen::Matrix<Ta, Ra, Ca>
A_;
28 Eigen::Matrix<Tb, Rb, Cb>
B_;
31 template <
typename Ta,
int Ra,
int Ca,
typename Tb,
int Rb,
int Cb>
34 static inline void chainA(Eigen::Matrix<double, Ra, Ca>& A,
35 const Eigen::Matrix<double, Rb, Cb>& Bd,
37 static inline void chainB(Eigen::Matrix<double, Rb, Cb>& B,
38 const Eigen::Matrix<double, Ra, Ca>& Ad,
39 const Eigen::Matrix<double, Rb, Cb>& Bd,
42 static inline void chainA(Eigen::Matrix<var, Ra, Ca>& A,
43 const Eigen::Matrix<double, Rb, Cb>& Bd,
45 Eigen::Matrix<double, Ra, Ca> adjA(adjC * Bd * Bd.transpose());
46 for (
int j = 0; j < A.cols(); j++)
47 for (
int i = 0; i < A.rows(); i++)
48 A(i, j).vi_->adj_ += adjA(i, j);
50 static inline void chainB(Eigen::Matrix<var, Rb, Cb>& B,
51 const Eigen::Matrix<double, Ra, Ca>& Ad,
52 const Eigen::Matrix<double, Rb, Cb>& Bd,
54 Eigen::Matrix<double, Ra, Ca> adjB(adjC * (Ad + Ad.transpose()) * Bd);
55 for (
int j = 0; j < B.cols(); j++)
56 for (
int i = 0; i < B.rows(); i++)
57 B(i, j).vi_->adj_ += adjB(i, j);
60 inline void chainAB(Eigen::Matrix<Ta, Ra, Ca>& A,
61 Eigen::Matrix<Tb, Rb, Cb>& B,
62 const Eigen::Matrix<double, Ra, Ca>& Ad,
63 const Eigen::Matrix<double, Rb, Cb>& Bd,
double adjC) {
65 chainB(B, Ad, Bd, adjC);
82 template <
typename Ta,
int Ra,
int Ca,
typename Tb,
int Rb,
int Cb>
83 inline typename std::enable_if<
84 std::is_same<Ta, var>::value || std::is_same<Tb, var>::value,
var>::type
86 const Eigen::Matrix<Tb, Rb, Cb>& B) {
fvar< T > trace_quad_form(const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
T value_of(const fvar< T > &v)
Return the value of the specified variable.
void check_square(const char *function, const char *name, const matrix_cl &y)
Check if the matrix_cl is square.
The variable implementation base class.
Independent (input) and dependent (output) variables for gradients.
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.
A chainable_alloc is an object which is constructed and destructed normally but the memory lifespan i...