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trace_gen_quad_form.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_TRACE_GEN_QUAD_FORM_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_TRACE_GEN_QUAD_FORM_HPP
3 
4 #include <boost/utility/enable_if.hpp>
5 #include <boost/type_traits.hpp>
9 
10 namespace stan {
11  namespace math {
15  template<int RD, int CD, int RA, int CA, int RB, int CB>
16  inline double
17  trace_gen_quad_form(const Eigen::Matrix<double, RD, CD> &D,
18  const Eigen::Matrix<double, RA, CA> &A,
19  const Eigen::Matrix<double, RB, CB> &B) {
20  stan::math::check_square("trace_gen_quad_form", "A", A);
21  stan::math::check_square("trace_gen_quad_form", "D", D);
22  stan::math::check_multiplicable("trace_gen_quad_form",
23  "A", A,
24  "B", B);
25  stan::math::check_multiplicable("trace_gen_quad_form",
26  "B", B,
27  "D", D);
28  return (D*B.transpose()*A*B).trace();
29  }
30  }
31 }
32 
33 #endif
34 
fvar< T > trace_gen_quad_form(const Eigen::Matrix< fvar< T >, RD, CD > &D, const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
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.
T trace(const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
Returns the trace of the specified matrix.
Definition: trace.hpp:20
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.

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