trace_inv_quad_form_ldlt.hpp

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#ifndef STAN__MATH__MATRIX__TRACE_INV_QUAD_FORM_LDLT_HPP
#define STAN__MATH__MATRIX__TRACE_INV_QUAD_FORM_LDLT_HPP

#include <stan/math/matrix/Eigen.hpp>
#include <stan/math/matrix/LDLT_factor.hpp>
#include <stan/math/error_handling/matrix/check_multiplicable.hpp>
#include <stan/math/matrix/mdivide_left_ldlt.hpp>
#include <stan/math/matrix/trace.hpp>
#include <stan/math/matrix/transpose.hpp>
#include <stan/math/matrix/multiply.hpp>

namespace stan {
  namespace math {
    
    /*
     * Compute the trace of an inverse quadratic form.  I.E., this computes
     *       trace(B^T A^-1 B)
     * where the LDLT_factor of A is provided.
     */
    template <typename T1, typename T2, int R2,int C2,int R3,int C3>
    inline typename 
    boost::enable_if_c<!stan::is_var<T1>::value && 
                       !stan::is_var<T2>::value, 
                       typename boost::math::tools::promote_args<T1,T2>::type>::type
    trace_inv_quad_form_ldlt(const stan::math::LDLT_factor<T1,R2,C2> &A,
                             const Eigen::Matrix<T2,R3,C3> &B) {
      stan::math::check_multiplicable("trace_inv_quad_form_ldlt(%1%)",A,"A",
                                      B,"B",(double*)0);
      
      return trace(multiply(transpose(B),mdivide_left_ldlt(A,B)));
    }
  }
}

#endif