1 #ifndef STAN_MATH_REV_MAT_FUN_QUAD_FORM_SYM_HPP
2 #define STAN_MATH_REV_MAT_FUN_QUAD_FORM_SYM_HPP
3
4 #include <stan/math/rev/core.hpp>
5 #include <stan/math/prim/mat/fun/Eigen.hpp>
6 #include <stan/math/prim/mat/fun/typedefs.hpp>
7 #include <stan/math/rev/mat/fun/typedefs.hpp>
8 #include <stan/math/prim/mat/fun/value_of.hpp>
9 #include <stan/math/prim/mat/fun/quad_form.hpp>
10 #include <stan/math/prim/mat/err/check_multiplicable.hpp>
11 #include <stan/math/prim/mat/err/check_square.hpp>
12 #include <stan/math/prim/mat/err/check_symmetric.hpp>
13 #include <stan/math/rev/mat/fun/quad_form.hpp>
14 #include <type_traits>
15
16 namespace stan {
17 namespace math {
18
19 template <typename Ta, int Ra, int Ca, typename Tb, int Rb, int Cb>
20 inline typename std::enable_if<std::is_same<Ta, var>::value
21 || std::is_same<Tb, var>::value,
22 Eigen::Matrix<var, Cb, Cb> >::type
quad_form_sym(const Eigen::Matrix<Ta,Ra,Ca> & A,const Eigen::Matrix<Tb,Rb,Cb> & B)23 quad_form_sym(const Eigen::Matrix<Ta, Ra, Ca>& A,
24 const Eigen::Matrix<Tb, Rb, Cb>& B) {
25 check_square("quad_form", "A", A);
26 check_symmetric("quad_form_sym", "A", A);
27 check_multiplicable("quad_form_sym", "A", A, "B", B);
28
29 internal::quad_form_vari<Ta, Ra, Ca, Tb, Rb, Cb>* baseVari
30 = new internal::quad_form_vari<Ta, Ra, Ca, Tb, Rb, Cb>(A, B, true);
31
32 return baseVari->impl_->C_;
33 }
34
35 template <typename Ta, int Ra, int Ca, typename Tb, int Rb>
36 inline typename std::enable_if<
37 std::is_same<Ta, var>::value || std::is_same<Tb, var>::value, var>::type
quad_form_sym(const Eigen::Matrix<Ta,Ra,Ca> & A,const Eigen::Matrix<Tb,Rb,1> & B)38 quad_form_sym(const Eigen::Matrix<Ta, Ra, Ca>& A,
39 const Eigen::Matrix<Tb, Rb, 1>& B) {
40 check_square("quad_form", "A", A);
41 check_symmetric("quad_form_sym", "A", A);
42 check_multiplicable("quad_form_sym", "A", A, "B", B);
43
44 internal::quad_form_vari<Ta, Ra, Ca, Tb, Rb, 1>* baseVari
45 = new internal::quad_form_vari<Ta, Ra, Ca, Tb, Rb, 1>(A, B, true);
46
47 return baseVari->impl_->C_(0, 0);
48 }
49
50 } // namespace math
51 } // namespace stan
52 #endif
53