inline matrix_v
multiply_lower_tri_self_transpose(const matrix_v& L) {
// stan::math::validate_square(L,"multiply_lower_tri_self_transpose");
int K = L.rows();
int J = L.cols();
matrix_v LLt(K,K);
if (K == 0) return LLt;
// if (K == 1) {
// LLt(0,0) = L(0,0) * L(0,0);
// return LLt;
// }
int Knz;
if (K >= J)
Knz = (K-J)*J + (J * (J + 1)) / 2;
else // if (K < J)
Knz = (K * (K + 1)) / 2;
vari** vs = (vari**)memalloc_.alloc( Knz * sizeof(vari*) );
int pos = 0;
for (int m = 0; m < K; ++m)
for (int n = 0; n < ((J < (m+1))?J:(m+1)); ++n) {
vs[pos++] = L(m,n).vi_;
}
for (int m = 0, mpos=0; m < K; ++m, mpos += (J < m)?J:m) {
LLt(m,m) = var(new dot_self_vari(vs + mpos, (J < (m+1))?J:(m+1)));
for (int n = 0, npos = 0; n < m; ++n, npos += (J < n)?J:n) {
LLt(m,n) = LLt(n,m) = var(new dot_product_vv_vari(vs + mpos, vs + npos, (J < (n+1))?J:(n+1)));
}
}
return LLt;
}
/**
* Returns the result of pre-multiplying a matrix by its
* own transpose.
* @param M Matrix to multiply.
* @return Transpose of M times M
*/
inline matrix_v
crossprod(const matrix_v& M) {
return tcrossprod(static_cast<matrix_v>(M.transpose()));
}
/**
* Returns the result of pre-multiplying a matrix by its
* own transpose.
* @param M Matrix to multiply.
* @return Transpose of M times M
*/
inline matrix_v
crossprod(const matrix_v& M) {
return tcrossprod(M.transpose());
}
