Stan Math Library  2.20.0
reverse mode automatic differentiation
mdivide_right_spd.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_MDIVIDE_RIGHT_SPD_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_MDIVIDE_RIGHT_SPD_HPP
3 
11 #include <boost/math/tools/promotion.hpp>
12 
13 namespace stan {
14 namespace math {
15 
25 template <typename T1, typename T2, int R1, int C1, int R2, int C2>
26 inline Eigen::Matrix<typename boost::math::tools::promote_args<T1, T2>::type,
27  R1, C2>
28 mdivide_right_spd(const Eigen::Matrix<T1, R1, C1> &b,
29  const Eigen::Matrix<T2, R2, C2> &A) {
30  check_square("mdivide_right_spd", "A", A);
31  check_multiplicable("mdivide_right_spd", "b", b, "A", A);
32  check_symmetric("mdivide_right_spd", "A", A);
33  check_pos_definite("mdivide_right_spd", "A", A);
34  // FIXME: After allowing for general MatrixBase in mdivide_left_spd,
35  // change to b.transpose()
36  return mdivide_left_spd(A, transpose(b)).transpose();
37 }
38 
39 } // namespace math
40 } // namespace stan
41 #endif
void check_square(const char *function, const char *name, const matrix_cl &y)
Check if the matrix_cl is square.
Eigen::Matrix< typename boost::math::tools::promote_args< T1, T2 >::type, R1, C2 > mdivide_left_spd(const Eigen::Matrix< T1, R1, C1 > &A, const Eigen::Matrix< T2, R2, C2 > &b)
Returns the solution of the system Ax=b where A is symmetric positive definite.
Eigen::Matrix< typename boost::math::tools::promote_args< T1, T2 >::type, R1, C2 > mdivide_right_spd(const Eigen::Matrix< T1, R1, C1 > &b, const Eigen::Matrix< T2, R2, C2 > &A)
Returns the solution of the system Ax=b where A is symmetric positive definite.
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
void check_pos_definite(const char *function, const char *name, const Eigen::Matrix< T_y, -1, -1 > &y)
Check if the specified square, symmetric matrix is positive definite.
void check_symmetric(const char *function, const char *name, const matrix_cl &y)
Check if the matrix_cl is symmetric.

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