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mdivide_right_ldlt.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_MDIVIDE_RIGHT_LDLT_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_MDIVIDE_RIGHT_LDLT_HPP
3
4 #include <stan/math/prim/mat/fun/Eigen.hpp>
5 #include <stan/math/prim/mat/fun/LDLT_factor.hpp>
6 #include <stan/math/prim/mat/fun/mdivide_left_ldlt.hpp>
7 #include <stan/math/prim/mat/fun/transpose.hpp>
8 #include <stan/math/prim/mat/err/check_multiplicable.hpp>
9 #include <boost/math/tools/promotion.hpp>
10
11 namespace stan {
12 namespace math {
13
22 template <typename T1, typename T2, int R1, int C1, int R2, int C2>
23 inline
24 Eigen::Matrix<typename boost::math::tools::promote_args<T1, T2>::type,
25 R1, C2>
26 mdivide_right_ldlt(const Eigen::Matrix<T1, R1, C1> &b,
27 const stan::math::LDLT_factor<T2, R2, C2> &A) {
28 using stan::math::transpose;
29 stan::math::check_multiplicable("mdivide_right_ldlt",
30 "b", b,
31 "A", A);
32
33 return transpose(mdivide_left_ldlt(A, transpose(b)));
34 }
35
36 template <int R1, int C1, int R2, int C2>
37 inline Eigen::Matrix<double, R1, C2>
38 mdivide_right_ldlt(const Eigen::Matrix<double, R1, C1> &b,
39 const stan::math::LDLT_factor<double, R2, C2> &A) {
40 stan::math::check_multiplicable("mdivide_right_ldlt",
41 "b", b,
42 "A", A);
43 return A.solveRight(b);
44 }
45
46 }
47 }
48 #endif
check_multiplicable.hpp
transpose.hpp
stan::math::LDLT_factor
Definition: LDLT_factor.hpp:18
LDLT_factor.hpp
stan::math::mdivide_left_ldlt
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.
Definition: mdivide_left_ldlt.hpp:25
stan::math::check_multiplicable
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.
Definition: check_multiplicable.hpp:33
Eigen.hpp
mdivide_left_ldlt.hpp
stan::math::mdivide_right_ldlt
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)
Returns the solution of the system xA=b given an LDLT_factor of A.
Definition: mdivide_right_ldlt.hpp:26
stan::math::transpose
Eigen::Matrix< T, C, R > transpose(const Eigen::Matrix< T, R, C > &m)
Definition: transpose.hpp:12

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