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mdivide_left_tri.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_MDIVIDE_LEFT_TRI_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_MDIVIDE_LEFT_TRI_HPP
3
4 #include <boost/math/tools/promotion.hpp>
5 #include <stan/math/prim/mat/fun/Eigen.hpp>
6 #include <stan/math/prim/mat/fun/promote_common.hpp>
7 #include <stan/math/prim/mat/err/check_multiplicable.hpp>
8 #include <stan/math/prim/mat/err/check_square.hpp>
9
10 namespace stan {
11 namespace math {
12
22 template <int TriView, typename T1, typename T2,
23 int R1, int C1, int R2, int C2>
24 inline
25 Eigen::Matrix<typename boost::math::tools::promote_args<T1, T2>::type,
26 R1, C2>
27 mdivide_left_tri(const Eigen::Matrix<T1, R1, C1> &A,
28 const Eigen::Matrix<T2, R2, C2> &b) {
29 check_square("mdivide_left_tri", "A", A);
30 check_multiplicable("mdivide_left_tri", "A", A, "b", b);
31 return promote_common<Eigen::Matrix<T1, R1, C1>,
32 Eigen::Matrix<T2, R1, C1> >(A)
33 .template triangularView<TriView>()
34 .solve(promote_common<Eigen::Matrix<T1, R2, C2>,
35 Eigen::Matrix<T2, R2, C2> >(b));
36 }
37
45 template<int TriView, typename T, int R1, int C1>
46 inline
47 Eigen::Matrix<T, R1, C1>
48 mdivide_left_tri(const Eigen::Matrix<T, R1, C1> &A) {
49 check_square("mdivide_left_tri", "A", A);
50 int n = A.rows();
51 Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> b;
52 b.setIdentity(n, n);
53 A.template triangularView<TriView>().solveInPlace(b);
54 return b;
55 }
56
57 }
58 }
59 #endif
check_multiplicable.hpp
stan
Definition: log_sum_exp.hpp:8
promote_common.hpp
stan::math::promote_common
common_type< T1, T2 >::type promote_common(const F &u)
Definition: promote_common.hpp:13
stan::math::mdivide_left_tri
Eigen::Matrix< typename boost::math::tools::promote_args< T1, T2 >::type, R1, C2 > mdivide_left_tri(const Eigen::Matrix< T1, R1, C1 > &A, const Eigen::Matrix< T2, R2, C2 > &b)
Returns the solution of the system Ax=b when A is triangular.
Definition: mdivide_left_tri.hpp:27
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::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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