trace_gen_quad_form.hpp

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#ifndef STAN__MATH__MATRIX__TRACE_GEN_QUAD_FORM_HPP
#define STAN__MATH__MATRIX__TRACE_GEN_QUAD_FORM_HPP

#include <boost/utility/enable_if.hpp>
#include <boost/type_traits.hpp>
#include <stan/math/matrix/Eigen.hpp>
#include <stan/math/error_handling/matrix/check_multiplicable.hpp>
#include <stan/math/error_handling/matrix/check_square.hpp>

namespace stan {
  namespace math {
    template<int RD,int CD,int RA,int CA,int RB,int CB>
    inline double
    trace_gen_quad_form(const Eigen::Matrix<double,RD,CD> &D,
                        const Eigen::Matrix<double,RA,CA> &A,
                        const Eigen::Matrix<double,RB,CB> &B)
    {
      stan::math::check_square("trace_gen_quad_form(%1%)",A,"A",(double*)0);
      stan::math::check_square("trace_gen_quad_form(%1%)",D,"D",(double*)0);
      stan::math::check_multiplicable("trace_gen_quad_form(%1%)",A,"A",
                                      B,"B",(double*)0);
      stan::math::check_multiplicable("trace_gen_quad_form(%1%)",B,"B",
                                      D,"D",(double*)0);
      return (D*B.transpose()*A*B).trace();
    }
  }
}

#endif