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trace_quad_form.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_TRACE_QUAD_FORM_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_TRACE_QUAD_FORM_HPP
3
4 #include <stan/math/prim/mat/fun/Eigen.hpp>
5 #include <stan/math/prim/mat/err/check_multiplicable.hpp>
6 #include <stan/math/prim/mat/err/check_square.hpp>
7
8 namespace stan {
9 namespace math {
13 template<int RA, int CA, int RB, int CB>
14 inline double
15 trace_quad_form(const Eigen::Matrix<double, RA, CA> &A,
16 const Eigen::Matrix<double, RB, CB> &B) {
17 check_square("trace_quad_form", "A", A);
18 check_multiplicable("trace_quad_form",
19 "A", A,
20 "B", B);
21
22 return (B.transpose()*A*B).trace();
23 }
24
25 }
26 }
27 #endif
check_multiplicable.hpp
stan::math::trace_quad_form
fvar< T > trace_quad_form(const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
Definition: trace_quad_form.hpp:18
stan
Definition: log_sum_exp.hpp:8
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:32
Eigen.hpp
stan::math::trace
T trace(const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
Returns the trace of the specified matrix.
Definition: trace.hpp:19
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

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