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determinant.hpp
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1 #ifndef STAN_MATH_FWD_MAT_FUN_DETERMINANT_HPP
2 #define STAN_MATH_FWD_MAT_FUN_DETERMINANT_HPP
3
4 #include <stan/math/prim/mat/fun/Eigen.hpp>
5 #include <stan/math/fwd/core.hpp>
6 #include <stan/math/fwd/mat/fun/typedefs.hpp>
7 #include <stan/math/prim/mat/fun/multiply.hpp>
8 #include <stan/math/fwd/mat/fun/multiply.hpp>
9 #include <stan/math/prim/mat/fun/inverse.hpp>
10 #include <stan/math/fwd/mat/fun/inverse.hpp>
11 #include <stan/math/prim/mat/err/check_square.hpp>
12 #include <boost/math/tools/promotion.hpp>
13 #include <vector>
14
15 namespace stan {
16 namespace math {
17
18 template<typename T, int R, int C>
19 inline
20 fvar<T>
21 determinant(const Eigen::Matrix<fvar<T>, R, C>& m) {
22 check_square("determinant", "m", m);
23 Eigen::Matrix<T, R, C> m_deriv(m.rows(), m.cols());
24 Eigen::Matrix<T, R, C> m_val(m.rows(), m.cols());
25
26 for (size_type i = 0; i < m.rows(); i++) {
27 for (size_type j = 0; j < m.cols(); j++) {
28 m_deriv(i, j) = m(i, j).d_;
29 m_val(i, j) = m(i, j).val_;
30 }
31 }
32
33 Eigen::Matrix<T, R, C> m_inv = inverse<T>(m_val);
34 m_deriv = multiply(m_inv, m_deriv);
35
36 fvar<T> result;
37 result.val_ = m_val.determinant();
38 result.d_ = result.val_ * m_deriv.trace();
39
40 // FIXME: I think this will overcopy compared to retur fvar<T>(...);
41 return result;
42 }
43
44 }
45 }
46 #endif
typedefs.hpp
multiply.hpp
core.hpp
stan::math::fvar::d_
T d_
Definition: fvar.hpp:14
stan
Definition: log_sum_exp.hpp:8
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
multiply.hpp
stan::math::size_type
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >::Index size_type
Type for sizes and indexes in an Eigen matrix with double e.
Definition: typedefs.hpp:13
stan::math::fvar::val_
T val_
Definition: fvar.hpp:13
stan::math::determinant
fvar< T > determinant(const Eigen::Matrix< fvar< T >, R, C > &m)
Definition: determinant.hpp:21
inverse.hpp
inverse.hpp
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
stan::math::fvar
Definition: fvar.hpp:12
check_square.hpp

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