Stan Math Library  2.20.0
reverse mode automatic differentiation
trace_quad_form.hpp
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1 #ifndef STAN_MATH_FWD_MAT_FUN_TRACE_QUAD_FORM_HPP
2 #define STAN_MATH_FWD_MAT_FUN_TRACE_QUAD_FORM_HPP
3 
10 #include <stan/math/fwd/core.hpp>
11 
12 namespace stan {
13 namespace math {
14 
15 template <int RA, int CA, int RB, int CB, typename T>
16 inline fvar<T> trace_quad_form(const Eigen::Matrix<fvar<T>, RA, CA> &A,
17  const Eigen::Matrix<fvar<T>, RB, CB> &B) {
18  check_square("trace_quad_form", "A", A);
19  check_multiplicable("trace_quad_form", "A", A, "B", B);
20  return trace(multiply(transpose(B), multiply(A, B)));
21 }
22 
23 template <int RA, int CA, int RB, int CB, typename T>
24 inline fvar<T> trace_quad_form(const Eigen::Matrix<fvar<T>, RA, CA> &A,
25  const Eigen::Matrix<double, RB, CB> &B) {
26  check_square("trace_quad_form", "A", A);
27  check_multiplicable("trace_quad_form", "A", A, "B", B);
28  return trace(multiply(transpose(B), multiply(A, B)));
29 }
30 
31 template <int RA, int CA, int RB, int CB, typename T>
32 inline fvar<T> trace_quad_form(const Eigen::Matrix<double, RA, CA> &A,
33  const Eigen::Matrix<fvar<T>, RB, CB> &B) {
34  check_square("trace_quad_form", "A", A);
35  check_multiplicable("trace_quad_form", "A", A, "B", B);
36  return trace(multiply(transpose(B), multiply(A, B)));
37 }
38 } // namespace math
39 } // namespace stan
40 
41 #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.
Eigen::Matrix< fvar< T >, R1, C1 > multiply(const Eigen::Matrix< fvar< T >, R1, C1 > &m, const fvar< T > &c)
Definition: multiply.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
T trace(const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
Returns the trace of the specified matrix.
Definition: trace.hpp:19
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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