1 #ifndef STAN_MATH_PRIM_FUN_SCALE_MATRIX_EXP_MULTIPLY_HPP
2 #define STAN_MATH_PRIM_FUN_SCALE_MATRIX_EXP_MULTIPLY_HPP
3
4 #include <stan/math/prim/meta.hpp>
5 #include <stan/math/prim/err.hpp>
6 #include <stan/math/prim/fun/matrix_exp.hpp>
7 #include <stan/math/prim/fun/matrix_exp_action_handler.hpp>
8 #include <stan/math/prim/fun/multiply.hpp>
9
10 namespace stan {
11 namespace math {
12
13 /**
14 * Return product of exp(At) and B, where A is a NxN double matrix,
15 * B is a NxCb double matrix, and t is a double.
16 *
17 * Specialized for double values for efficiency.
18 *
19 * @tparam EigMat1 type of the first matrix
20 * @tparam EigMat2 type of the second matrix
21 *
22 * @param[in] A Matrix
23 * @param[in] B Matrix
24 * @param[in] t double
25 * @return exponential of At multiplied by B
26 */
27 template <typename EigMat1, typename EigMat2,
28 require_all_eigen_vt<std::is_arithmetic, EigMat1, EigMat2>* = nullptr>
29 inline Eigen::Matrix<double, Eigen::Dynamic, EigMat2::ColsAtCompileTime>
scale_matrix_exp_multiply(const double & t,const EigMat1 & A,const EigMat2 & B)30 scale_matrix_exp_multiply(const double& t, const EigMat1& A, const EigMat2& B) {
31 check_square("scale_matrix_exp_multiply", "input matrix", A);
32 check_multiplicable("scale_matrix_exp_multiply", "A", A, "B", B);
33 if (A.size() == 0) {
34 return {0, B.cols()};
35 }
36
37 return matrix_exp_action_handler().action(A, B, t);
38 }
39
40 /**
41 * Return product of exp(At) and B, where A is a NxN matrix,
42 * B is a NxCb matrix and t is a scalar.
43 *
44 * Generic implementation when arguments are not all double.
45 *
46 * @tparam Tt type of \c t
47 * @tparam EigMat1 type of the first matrix
48 * @tparam EigMat2 type of the second matrix
49 * @param[in] A Matrix
50 * @param[in] B Matrix
51 * @param[in] t double
52 * @return exponential of At multiplied by B
53 */
54 template <typename Tt, typename EigMat1, typename EigMat2,
55 require_all_eigen_t<EigMat1, EigMat2>* = nullptr,
56 require_any_autodiff_t<Tt, value_type_t<EigMat1>,
57 value_type_t<EigMat2>>* = nullptr>
58 inline Eigen::Matrix<return_type_t<Tt, EigMat1, EigMat2>, Eigen::Dynamic,
59 EigMat2::ColsAtCompileTime>
scale_matrix_exp_multiply(const Tt & t,const EigMat1 & A,const EigMat2 & B)60 scale_matrix_exp_multiply(const Tt& t, const EigMat1& A, const EigMat2& B) {
61 check_square("scale_matrix_exp_multiply", "input matrix", A);
62 check_multiplicable("scale_matrix_exp_multiply", "A", A, "B", B);
63 if (A.size() == 0) {
64 return {0, B.cols()};
65 }
66
67 return multiply(matrix_exp(multiply(A, t)), B);
68 }
69
70 } // namespace math
71 } // namespace stan
72 #endif
73