1 #ifndef STAN_MATH_PRIM_FUN_MDIVIDE_RIGHT_SPD_HPP
2 #define STAN_MATH_PRIM_FUN_MDIVIDE_RIGHT_SPD_HPP
3
4 #include <stan/math/prim/err.hpp>
5 #include <stan/math/prim/fun/Eigen.hpp>
6 #include <stan/math/prim/fun/mdivide_left_spd.hpp>
7 #include <stan/math/prim/fun/transpose.hpp>
8 #include <stan/math/prim/fun/to_ref.hpp>
9
10 namespace stan {
11 namespace math {
12
13 /**
14 * Returns the solution of the system xA=b where A is symmetric
15 * positive definite.
16 *
17 * @tparam EigMat1 type of the right-hand side matrix or vector
18 * @tparam EigMat2 type of the second matrix
19 *
20 * @param b right-hand side matrix or vector
21 * @param A matrix
22 * @return x = b A^-1, solution of the linear system.
23 * @throws std::domain_error if A is not square or the rows of b don't
24 * match the size of A.
25 */
26 template <typename EigMat1, typename EigMat2,
27 require_all_eigen_t<EigMat1, EigMat2>* = nullptr>
28 inline Eigen::Matrix<return_type_t<EigMat1, EigMat2>,
29 EigMat1::RowsAtCompileTime, EigMat2::ColsAtCompileTime>
mdivide_right_spd(const EigMat1 & b,const EigMat2 & A)30 mdivide_right_spd(const EigMat1& b, const EigMat2& A) {
31 static const char* function = "mdivide_right_spd";
32 check_multiplicable(function, "b", b, "A", A);
33 const auto& A_ref = to_ref(A);
34 check_symmetric(function, "A", A_ref);
35 check_not_nan(function, "A", A_ref);
36 if (A.size() == 0) {
37 return {b.rows(), 0};
38 }
39
40 return mdivide_left_spd(A_ref, b.transpose()).transpose();
41 }
42
43 } // namespace math
44 } // namespace stan
45
46 #endif
47