inline
Eigen::Matrix<typename boost::math::tools::promote_args<T1,T2>::type,R1,C2>
mdivide_right_ldlt(const Eigen::Matrix<T1,R1,C1> &b,
const stan::math::LDLT_factor<T2,R2,C2> &A) {
stan::math::validate_multiplicable(b,A,"mdivide_right_ldlt");
return transpose(mdivide_left_ldlt(A,transpose(b)));
}
inline 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) {
stan::math::check_multiplicable("mdivide_left_ldlt",
"A", A,
"b", b);
Eigen::Matrix<T2,R2,C2> b_val(b.rows(), b.cols());
Eigen::Matrix<T2,R2,C2> b_der(b.rows(), b.cols());
for (int i = 0; i < b.rows(); i++)
for (int j = 0; j < b.cols(); j++) {
b_val(i,j) = b(i,j).val_;
b_der(i,j) = b(i,j).d_;
}
return to_fvar(mdivide_left_ldlt(A, b_val),
mdivide_left_ldlt(A, b_der));
}
TEST(MathMatrix,mdivide_left_ldlt_val) {
stan::math::LDLT_factor<double,-1,-1> ldlt_Ad;
stan::math::matrix_d Ad(2,2);
stan::math::matrix_d I;
Ad << 2.0, 3.0,
3.0, 7.0;
ldlt_Ad.compute(Ad);
ASSERT_TRUE(ldlt_Ad.success());
I = mdivide_left_ldlt(ldlt_Ad,Ad);
EXPECT_NEAR(1.0,I(0,0),1.0E-12);
EXPECT_NEAR(0.0,I(0,1),1.0E-12);
EXPECT_NEAR(0.0,I(1,0),1.0E-12);
EXPECT_NEAR(1.0,I(1,1),1.0e-12);
}
inline typename
boost::enable_if_c<!stan::is_var<T1>::value &&
!stan::is_var<T2>::value &&
!stan::is_var<T3>::value,
typename boost::math::tools::promote_args<T1,T2,T3>::type>::type
trace_gen_inv_quad_form_ldlt(const Eigen::Matrix<T1,R1,C1> &D,
const stan::math::LDLT_factor<T2,R2,C2> &A,
const Eigen::Matrix<T3,R3,C3> &B) {
stan::math::check_square("trace_gen_inv_quad_form_ldlt", "D", D);
stan::math::check_multiplicable("trace_gen_inv_quad_form_ldlt",
"A", A,
"B", B);
stan::math::check_multiplicable("trace_gen_inv_quad_form_ldlt",
"B", B,
"D", D);
return trace(multiply(multiply(D,transpose(B)),mdivide_left_ldlt(A,B)));
}
