Stan Math Library  2.20.0
reverse mode automatic differentiation
trace_quad_form.hpp
Go to the documentation of this file.
1 #ifndef STAN_MATH_PRIM_MAT_FUN_TRACE_QUAD_FORM_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_TRACE_QUAD_FORM_HPP
3 
7 
8 namespace stan {
9 namespace math {
13 template <int RA, int CA, int RB, int CB>
14 inline double trace_quad_form(const Eigen::Matrix<double, RA, CA> &A,
15  const Eigen::Matrix<double, RB, CB> &B) {
16  check_square("trace_quad_form", "A", A);
17  check_multiplicable("trace_quad_form", "A", A, "B", B);
18 
19  return (B.transpose() * A * B).trace();
20 }
21 
22 } // namespace math
23 } // namespace stan
24 #endif
fvar< T > trace_quad_form(const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
void check_square(const char *function, const char *name, const matrix_cl &y)
Check if the matrix_cl is square.
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.
T trace(const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
Returns the trace of the specified matrix.
Definition: trace.hpp:19

     [ Stan Home Page ] © 2011–2018, Stan Development Team.