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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
4 #include <boost/math/tools/promotion.hpp>
5 #include <stan/math/prim/mat/fun/Eigen.hpp>
6 #include <stan/math/prim/mat/fun/mdivide_left_spd.hpp>
7 #include <stan/math/prim/mat/fun/transpose.hpp>
8 #include <stan/math/prim/mat/err/check_multiplicable.hpp>
9 #include <stan/math/prim/mat/err/check_pos_definite.hpp>
10 #include <stan/math/prim/mat/err/check_symmetric.hpp>
11 #include <stan/math/prim/mat/err/check_square.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
27 Eigen::Matrix<typename boost::math::tools::promote_args<T1, T2>::type,
28 R1, C2>
29 mdivide_right_spd(const Eigen::Matrix<T1, R1, C1> &b,
30 const Eigen::Matrix<T2, R2, C2> &A) {
31 stan::math::check_square("mdivide_right_spd", "A", A);
32 stan::math::check_multiplicable("mdivide_right_spd",
33 "b", b,
34 "A", A);
35 stan::math::check_symmetric("mdivide_right_spd", "A", A);
36 stan::math::check_pos_definite("mdivide_right_spd", "A", A);
37 // FIXME: This is nice and general but likely slow.
38 // FIXME: After allowing for general MatrixBase in mdivide_left_spd,
39 // change to b.transpose()
40 return mdivide_left_spd(A, transpose(b)).transpose();
41 }
42
43 }
44 }
45 #endif
check_multiplicable.hpp
mdivide_left_spd.hpp
stan
Definition: log_sum_exp.hpp:8
check_symmetric.hpp
stan::math::mdivide_left_spd
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.
Definition: mdivide_left_spd.hpp:28
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::mdivide_right_spd
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.
Definition: mdivide_right_spd.hpp:29
Eigen.hpp
stan::math::check_pos_definite
bool check_pos_definite(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified square, symmetric matrix is positive definite.
Definition: check_pos_definite.hpp:37
stan::math::check_symmetric
bool check_symmetric(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified matrix is symmetric.
Definition: check_symmetric.hpp:37
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_pos_definite.hpp
check_square.hpp

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