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Improve tests and documentation for quad_form and quad_form_sym #1698
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ff16115
Split quad_form and quad_form_sym tests
mcol 30b042d
Cleanup test files
mcol 8f3256f
Fix quad_form_sym mix tests
mcol 8b47978
Use require_var_t to simplify code
mcol 5b5183b
Add fwd version of quad_form and mix tests
mcol 065a1cd
Consolidate implementations and add docs
mcol 702acb1
Improve documentation
mcol 23eded0
Add more tests for boundary conditions
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Original file line number | Diff line number | Diff line change |
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#ifndef STAN_MATH_FWD_FUN_QUAD_FORM_HPP | ||
#define STAN_MATH_FWD_FUN_QUAD_FORM_HPP | ||
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#include <stan/math/fwd/core.hpp> | ||
#include <stan/math/fwd/fun/dot_product.hpp> | ||
#include <stan/math/fwd/fun/multiply.hpp> | ||
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namespace stan { | ||
namespace math { | ||
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/** | ||
* Return the quadratic form \f$ B^T A B \f$. | ||
* | ||
* Symmetry of the resulting matrix is not guaranteed due to numerical | ||
* precision. | ||
* | ||
* @tparam Ta type of elements in the square matrix | ||
* @tparam Ra number of rows in the square matrix, can be Eigen::Dynamic | ||
* @tparam Ca number of columns in the square matrix, can be Eigen::Dynamic | ||
* @tparam Tb type of elements in the second matrix | ||
* @tparam Rb number of rows in the second matrix, can be Eigen::Dynamic | ||
* @tparam Cb number of columns in the second matrix, can be Eigen::Dynamic | ||
* | ||
* @param A square matrix | ||
* @param B second matrix | ||
* @return The quadratic form, which is a symmetric matrix of size Cb. | ||
* @throws std::invalid_argument if A is not square, or if A cannot be | ||
* multiplied by B | ||
*/ | ||
template <typename Ta, int Ra, int Ca, typename Tb, int Rb, int Cb, | ||
require_any_fvar_t<Ta, Tb>...> | ||
inline Eigen::Matrix<return_type_t<Ta, Tb>, Cb, Cb> quad_form( | ||
const Eigen::Matrix<Ta, Ra, Ca>& A, const Eigen::Matrix<Tb, Rb, Cb>& B) { | ||
check_square("quad_form", "A", A); | ||
check_multiplicable("quad_form", "A", A, "B", B); | ||
return multiply(transpose(B), multiply(A, B)); | ||
} | ||
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/** | ||
* Return the quadratic form \f$ B^T A B \f$. | ||
* | ||
* @tparam Ta type of elements in the square matrix | ||
* @tparam Ra number of rows in the square matrix, can be Eigen::Dynamic | ||
* @tparam Ca number of columns in the square matrix, can be Eigen::Dynamic | ||
* @tparam Tb type of elements in the vector | ||
* @tparam Rb number of rows in the vector, can be Eigen::Dynamic | ||
* | ||
* @param A square matrix | ||
* @param B vector | ||
* @return The quadratic form (a scalar). | ||
* @throws std::invalid_argument if A is not square, or if A cannot be | ||
* multiplied by B | ||
*/ | ||
template <typename Ta, int Ra, int Ca, typename Tb, int Rb, | ||
require_any_fvar_t<Ta, Tb>...> | ||
inline return_type_t<Ta, Tb> quad_form(const Eigen::Matrix<Ta, Ra, Ca>& A, | ||
const Eigen::Matrix<Tb, Rb, 1>& B) { | ||
check_square("quad_form", "A", A); | ||
check_multiplicable("quad_form", "A", A, "B", B); | ||
return dot_product(B, multiply(A, B)); | ||
} | ||
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} // namespace math | ||
} // namespace stan | ||
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#endif |
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[question]
Can these be anything other than
Eigen::Dynamic
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I thought so. In reality we can't compile if we hardcode sizes because of
check_square
: