All Classes Namespaces Files Functions Variables Typedefs Enumerator Friends Macros
quad_form_sym.hpp
Go to the documentation of this file.
#ifndef STAN_MATH_PRIM_MAT_FUN_QUAD_FORM_SYM_HPP
#define STAN_MATH_PRIM_MAT_FUN_QUAD_FORM_SYM_HPP
#include <boost/utility/enable_if.hpp>
#include <boost/type_traits.hpp>
#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/prim/mat/err/check_multiplicable.hpp>
#include <stan/math/prim/mat/err/check_square.hpp>
#include <stan/math/prim/mat/err/check_symmetric.hpp>
#include <stan/math/prim/mat/fun/dot_product.hpp>
#include <stan/math/prim/mat/fun/multiply.hpp>
#include <stan/math/prim/mat/fun/transpose.hpp>
namespace stan {
namespace math {
template<int RA, int CA, int RB, int CB, typename T>
inline Eigen::Matrix<T, CB, CB>
quad_form_sym(const Eigen::Matrix<T, RA, CA>& A,
const Eigen::Matrix<T, RB, CB>& B) {
using stan::math::multiply;
stan::math::check_square("quad_form_sym", "A", A);
stan::math::check_multiplicable("quad_form_sym",
"A", A,
"B", B);
stan::math::check_symmetric("quad_form_sym", "A", A);
Eigen::Matrix<T, CB, CB> ret(multiply(transpose(B), multiply(A, B)));
return T(0.5) * (ret + transpose(ret));
}
template<int RA, int CA, int RB, typename T>
inline T
quad_form_sym(const Eigen::Matrix<T, RA, CA>& A,
const Eigen::Matrix<T, RB, 1>& B) {
using stan::math::multiply;
using stan::math::dot_product;
stan::math::check_square("quad_form_sym", "A", A);
stan::math::check_multiplicable("quad_form_sym",
"A", A,
"B", B);
stan::math::check_symmetric("quad_form_sym", "A", A);
return dot_product(B, multiply(A, B));
}
}
}
#endif
multiply.hpp
check_multiplicable.hpp
stan::math::multiply
Eigen::Matrix< fvar< T >, R1, C1 > multiply(const Eigen::Matrix< fvar< T >, R1, C1 > &m, const fvar< T > &c)
Definition: multiply.hpp:20
stan::math::check_symmetric
bool check_symmetric(const char *function, const char *name, const Eigen::Matrix< T_y, Dynamic, Dynamic > &y)
Return true if the specified matrix is symmetric.
Definition: check_symmetric.hpp:38
check_symmetric.hpp
stan::math::quad_form_sym
Eigen::Matrix< T, CB, CB > quad_form_sym(const Eigen::Matrix< T, RA, CA > &A, const Eigen::Matrix< T, RB, CB > &B)
Definition: quad_form_sym.hpp:19
transpose.hpp
stan::math::check_multiplicable
bool check_multiplicable(const char *function, const char *name1, const T1 &y1, const char *name2, const T2 &y2)
Return true if the matrices can be multiplied.
Definition: check_multiplicable.hpp:33
stan::math::dot_product
fvar< T > dot_product(const Eigen::Matrix< fvar< T >, R1, C1 > &v1, const Eigen::Matrix< fvar< T >, R2, C2 > &v2)
Definition: dot_product.hpp:20
dot_product.hpp
Eigen.hpp
stan::math::transpose
Eigen::Matrix< T, C, R > transpose(const Eigen::Matrix< T, R, C > &m)
Definition: transpose.hpp:12
stan::math::check_square
bool check_square(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified matrix is square.
Definition: check_square.hpp:28
check_square.hpp

[ Stan Home Page ] © 2011–2015, Stan Development Team.