mdivide_left_spd.hpp

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#ifndef STAN__MATH__MATRIX__MDIVIDE_LEFT_SPD_HPP
#define STAN__MATH__MATRIX__MDIVIDE_LEFT_SPD_HPP

#include <boost/math/tools/promotion.hpp>
#include <stan/math/matrix/Eigen.hpp>
#include <stan/math/matrix/promote_common.hpp>
#include <stan/math/error_handling/matrix/check_multiplicable.hpp>
#include <stan/math/error_handling/matrix/check_pos_definite.hpp>
#include <stan/math/error_handling/matrix/check_symmetric.hpp>
#include <stan/math/error_handling/matrix/check_square.hpp>

namespace stan {
  namespace math {

    template <typename T1, typename T2, int R1, int C1, int R2, int C2>
    inline 
    Eigen::Matrix<typename boost::math::tools::promote_args<T1,T2>::type,R1,C2>
    mdivide_left_spd(const Eigen::Matrix<T1,R1,C1> &A,
                     const Eigen::Matrix<T2,R2,C2> &b) {
      stan::math::check_symmetric("mdivide_left_spd(%1%)",A,"A",(double*)0);
      stan::math::check_pos_definite("mdivide_left_spd(%1%)",A,"A",(double*)0);
      stan::math::check_square("mdivide_left_spd(%1%)",A,"A",(double*)0);
      stan::math::check_multiplicable("mdivide_left_spd(%1%)",A,"A",
                                      b,"b",(double*)0);
      return promote_common<Eigen::Matrix<T1,R1,C1>,
                            Eigen::Matrix<T2,R1,C1> >(A)
        .llt()
        .solve( promote_common<Eigen::Matrix<T1,R2,C2>,
                               Eigen::Matrix<T2,R2,C2> >(b) );
    }

  }
}
#endif