Stan Math Library  2.10.0
reverse mode automatic differentiation
mdivide_right_spd.hpp
Go to the documentation of this file.
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>
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
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.
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.
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.
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.
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.
Eigen::Matrix< T, C, R > transpose(const Eigen::Matrix< T, R, C > &m)
Definition: transpose.hpp:12
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.

     [ Stan Home Page ] © 2011–2016, Stan Development Team.