Stan  2.5.0
probability, sampling & optimization
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Pages
Namespaces | Functions
mdivide_left_ldlt.hpp File Reference
#include <stan/math/matrix/Eigen.hpp>
#include <stan/agrad/rev/var.hpp>
#include <stan/agrad/rev/matrix/LDLT_alloc.hpp>
#include <stan/agrad/rev/matrix/LDLT_factor.hpp>
#include <stan/math/error_handling/matrix/check_multiplicable.hpp>

Go to the source code of this file.

Namespaces

 stan
 Probability, optimization and sampling library.
 
 stan::agrad
 Function gradients via reverse-mode automatic differentiation.
 

Functions

template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > stan::agrad::mdivide_left_ldlt (const stan::math::LDLT_factor< var, R1, C1 > &A, const Eigen::Matrix< var, R2, C2 > &b)
 Returns the solution of the system Ax=b given an LDLT_factor of A. More...
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > stan::agrad::mdivide_left_ldlt (const stan::math::LDLT_factor< var, R1, C1 > &A, const Eigen::Matrix< double, R2, C2 > &b)
 Returns the solution of the system Ax=b given an LDLT_factor of A. More...
 
template<int R1, int C1, int R2, int C2>
Eigen::Matrix< var, R1, C2 > stan::agrad::mdivide_left_ldlt (const stan::math::LDLT_factor< double, R1, C1 > &A, const Eigen::Matrix< var, R2, C2 > &b)
 Returns the solution of the system Ax=b given an LDLT_factor of A. More...
 

Variable Documentation

mdivide_left_ldlt_alloc<R1,C1,R2,C2>* _alloc

Definition at line 44 of file mdivide_left_ldlt.hpp.

const LDLT_alloc<R1,C1>* _alloc_ldlt

Definition at line 45 of file mdivide_left_ldlt.hpp.

boost::shared_ptr< Eigen::LDLT< Eigen::Matrix<double,R1,C1> > > _ldltP

This share_ptr is used to prevent copying the LDLT factorizations for mdivide_left_ldlt(ldltA,b) when ldltA is a LDLT_factor<double>.

The pointer is shared with the LDLT_factor<double> class.

Definition at line 23 of file mdivide_left_ldlt.hpp.

vari** _variRefB

Definition at line 42 of file mdivide_left_ldlt.hpp.

vari** _variRefC

Definition at line 43 of file mdivide_left_ldlt.hpp.

Eigen::Matrix<double,R2,C2> C_

Definition at line 24 of file mdivide_left_ldlt.hpp.

int M_

Definition at line 40 of file mdivide_left_ldlt.hpp.

int N_

Definition at line 41 of file mdivide_left_ldlt.hpp.


     [ Stan Home Page ] © 2011–2014, Stan Development Team.