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mdivide_right_spd.hpp
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1 #ifndef STAN__MATH__MATRIX__MDIVIDE_RIGHT_SPD_HPP
2 #define STAN__MATH__MATRIX__MDIVIDE_RIGHT_SPD_HPP
3 
4 #include <boost/math/tools/promotion.hpp>
12 
13 namespace stan {
14  namespace math {
15 
25  template <typename T1, typename T2, int R1, int C1, int R2, int C2>
26  inline
27  Eigen::Matrix<typename boost::math::tools::promote_args<T1,T2>::type,R1,C2>
28  mdivide_right_spd(const Eigen::Matrix<T1,R1,C1> &b,
29  const Eigen::Matrix<T2,R2,C2> &A) {
30  stan::math::check_symmetric("mdivide_right_spd(%1%)",A,"A",(double*)0);
31  stan::math::check_pos_definite("mdivide_right_spd(%1%)",A,"A",(double*)0);
32  stan::math::check_square("mdivide_right_spd(%1%)",A,"A",(double*)0);
33  stan::math::check_multiplicable("mdivide_right_spd(%1%)",b,"b",
34  A,"A",(double*)0);
35  // FIXME: This is nice and general but likely slow.
36  return transpose(mdivide_left_spd(A,transpose(b)));
37  }
38 
39  }
40 }
41 #endif
Eigen::Matrix< typename boost::math::tools::promote_args< T1, T2 >::type, R1, C2 > mdivide_right_spd(const Eigen::Matrix< T1, R1, C1 > &b, const Eigen::Matrix< T2, R2, C2 > &A)
Returns the solution of the system Ax=b where A is symmetric positive definite.
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)
Returns the solution of the system Ax=b where A is symmetric positive definite.
bool check_symmetric(const char *function, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const char *name, T_result *result)
Return true if the specified matrix is symmetric.
bool check_multiplicable(const char *function, const T1 &y1, const char *name1, const T2 &y2, const char *name2, T_result *result)
Eigen::Matrix< T, C, R > transpose(const Eigen::Matrix< T, R, C > &m)
Definition: transpose.hpp:12
bool check_pos_definite(const char *function, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const char *name, T_result *result)
Return true if the specified matrix is positive definite.
bool check_square(const char *function, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y, const char *name, T_result *result)
Return true if the specified matrix is square.

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