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quad_form_diag.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_QUAD_FORM_DIAG_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_QUAD_FORM_DIAG_HPP
3
4 #include <stan/math/prim/mat/fun/Eigen.hpp>
5 #include <boost/math/tools/promotion.hpp>
6 #include <stan/math/prim/mat/err/check_square.hpp>
7 #include <stan/math/prim/mat/err/check_vector.hpp>
8 #include <stan/math/prim/scal/err/check_equal.hpp>
9
10 namespace stan {
11 namespace math {
12
13 using Eigen::Dynamic;
14 using Eigen::Matrix;
15 using boost::math::tools::promote_args;
16
17 template <typename T1, typename T2, int R, int C>
18 inline Matrix
19 <typename promote_args<T1, T2>::type, Dynamic, Dynamic>
20 quad_form_diag(const Matrix<T1, Dynamic, Dynamic>& mat,
21 const Matrix<T2, R, C>& vec) {
22 stan::math::check_vector("quad_form_diag", "vec", vec);
23 stan::math::check_square("quad_form_diag", "mat", mat);
24 int size = vec.size();
25 stan::math::check_equal("quad_form_diag", "matrix size", mat.rows(),
26 size);
27 Matrix<typename promote_args<T1, T2>::type, Dynamic, Dynamic>
28 result(size, size);
29 for (int i = 0; i < size; i++) {
30 result(i, i) = vec(i)*vec(i)*mat(i, i);
31 for (int j = i+1; j < size; ++j) {
32 typename promote_args<T1, T2>::type temp = vec(i)*vec(j);
33 result(j, i) = temp*mat(j, i);
34 result(i, j) = temp*mat(i, j);
35 }
36 }
37 return result;
38 }
39
40 }
41 }
42 #endif
stan::math::check_vector
bool check_vector(const char *function, const char *name, const Eigen::Matrix< T, R, C > &x)
Return true if the matrix is either a row vector or column vector.
Definition: check_vector.hpp:34
stan::math::quad_form_diag
Matrix< typename promote_args< T1, T2 >::type, Dynamic, Dynamic > quad_form_diag(const Matrix< T1, Dynamic, Dynamic > &mat, const Matrix< T2, R, C > &vec)
Definition: quad_form_diag.hpp:20
check_equal.hpp
stan::math::check_equal
bool check_equal(const char *function, const char *name, const T_y &y, const T_eq &eq)
Return true if y is equal to eq.
Definition: check_equal.hpp:90
Eigen.hpp
check_vector.hpp
stan::math::size
int size(const std::vector< T > &x)
Definition: size.hpp:11
stan::math::check_square
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.
Definition: check_square.hpp:28
check_square.hpp

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