Stan Math Library  2.20.0
reverse mode automatic differentiation
trace_gen_quad_form.hpp
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1 #ifndef STAN_MATH_FWD_MAT_FUN_TRACE_GEN_QUAD_FORM_HPP
2 #define STAN_MATH_FWD_MAT_FUN_TRACE_GEN_QUAD_FORM_HPP
3 
10 
11 namespace stan {
12 namespace math {
13 
14 template <int RD, int CD, int RA, int CA, int RB, int CB, typename T>
15 inline fvar<T> trace_gen_quad_form(const Eigen::Matrix<fvar<T>, RD, CD> &D,
16  const Eigen::Matrix<fvar<T>, RA, CA> &A,
17  const Eigen::Matrix<fvar<T>, RB, CB> &B) {
18  check_square("trace_gen_quad_form", "A", A);
19  check_square("trace_gen_quad_form", "D", D);
20  check_multiplicable("trace_gen_quad_form", "A", A, "B", B);
21  check_multiplicable("trace_gen_quad_form", "B", B, "D", D);
22  return trace(multiply(multiply(D, transpose(B)), multiply(A, B)));
23 }
24 
25 } // namespace math
26 } // namespace stan
27 #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 > trace_gen_quad_form(const Eigen::Matrix< fvar< T >, RD, CD > &D, const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
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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