Stan Math Library  2.20.0
reverse mode automatic differentiation
quad_form.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_QUAD_FORM_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_QUAD_FORM_HPP
3 
7 
8 namespace stan {
9 namespace math {
13 template <int RA, int CA, int RB, int CB, typename T>
14 inline Eigen::Matrix<T, CB, CB> quad_form(const Eigen::Matrix<T, RA, CA>& A,
15  const Eigen::Matrix<T, RB, CB>& B) {
16  check_square("quad_form", "A", A);
17  check_multiplicable("quad_form", "A", A, "B", B);
18  return B.transpose() * A * B;
19 }
20 
21 template <int RA, int CA, int RB, typename T>
22 inline T quad_form(const Eigen::Matrix<T, RA, CA>& A,
23  const Eigen::Matrix<T, RB, 1>& B) {
24  check_square("quad_form", "A", A);
25  check_multiplicable("quad_form", "A", A, "B", B);
26  return B.dot(A * B);
27 }
28 
29 } // namespace math
30 } // namespace stan
31 
32 #endif
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.
Eigen::Matrix< T, CB, CB > quad_form(const Eigen::Matrix< T, RA, CA > &A, const Eigen::Matrix< T, RB, CB > &B)
Compute B^T A B.
Definition: quad_form.hpp:14

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