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trace_inv_quad_form_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 <boost/type_traits/is_same.hpp>
#include <boost/utility/enable_if.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<typename T2 , int R2, int C2, typename T3 , int R3, int C3>
boost::enable_if_c
< boost::is_same< T2, var >
::value||boost::is_same< T3,
var >::value, var >::type 
stan::agrad::trace_inv_quad_form_ldlt (const stan::math::LDLT_factor< T2, R2, C2 > &A, const Eigen::Matrix< T3, R3, C3 > &B)
 Compute the trace of an inverse quadratic form. More...
 

Variable Documentation

trace_inv_quad_form_ldlt_impl<T2,R2,C2,T3,R3,C3>* _impl

Definition at line 147 of file trace_inv_quad_form_ldlt.hpp.

stan::math::LDLT_factor<T2,R2,C2> _ldlt

Definition at line 80 of file trace_inv_quad_form_ldlt.hpp.

double _value

Definition at line 86 of file trace_inv_quad_form_ldlt.hpp.

Eigen::Matrix<vari*,R3,C3> _variB

Definition at line 83 of file trace_inv_quad_form_ldlt.hpp.

Eigen::Matrix<vari*,Eigen::Dynamic,Eigen::Dynamic> _variD

Definition at line 82 of file trace_inv_quad_form_ldlt.hpp.

Eigen::Matrix<double,R3,C3> AinvB_

Definition at line 84 of file trace_inv_quad_form_ldlt.hpp.

Eigen::Matrix<double,C3,C3> C_

Definition at line 85 of file trace_inv_quad_form_ldlt.hpp.

Eigen::Matrix<double,Eigen::Dynamic,Eigen::Dynamic> D_

Definition at line 81 of file trace_inv_quad_form_ldlt.hpp.

const int Dtype_

Definition at line 79 of file trace_inv_quad_form_ldlt.hpp.


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