Stan Math Library  2.10.0
reverse mode automatic differentiation
mdivide_left_ldlt.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_MDIVIDE_LEFT_LDLT_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_MDIVIDE_LEFT_LDLT_HPP
3 
4 #include <boost/math/tools/promotion.hpp>
9 #include <boost/type_traits/is_same.hpp>
10 
11 namespace stan {
12  namespace math {
13 
22  template <int R1, int C1, int R2, int C2, typename T1, typename T2>
23  inline Eigen::Matrix<typename
24  boost::math::tools::promote_args<T1, T2>::type,
25  R1, C2>
27  const Eigen::Matrix<T2, R2, C2> &b) {
28  stan::math::check_multiplicable("mdivide_left_ldlt",
29  "A", A,
30  "b", b);
31 
32  return A.solve(promote_common<Eigen::Matrix<T1, R2, C2>,
33  Eigen::Matrix<T2, R2, C2> >(b));
34  }
35 
36  }
37 }
38 #endif
common_type< T1, T2 >::type promote_common(const F &u)
Eigen::Matrix< fvar< T2 >, R1, C2 > mdivide_left_ldlt(const stan::math::LDLT_factor< double, R1, C1 > &A, const Eigen::Matrix< fvar< T2 >, R2, C2 > &b)
Returns the solution of the system Ax=b given an LDLT_factor of A.
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.

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