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matrix.cpp File Reference
#include "stan/agrad/matrix.hpp"

Go to the source code of this file.

Namespaces

namespace  stan
 Probability, optimization and sampling library.
 
namespace  stan::agrad
 Function gradients via reverse-mode automatic differentiation.
 

Macros

#define __STAN__AGRAD__MATRIX_CPP__
 

Functions

var stan::agrad::determinant (const Eigen::Matrix< var, Eigen::Dynamic, Eigen::Dynamic > &m)
 Determinant of the matrix.
 
row_vector_v stan::agrad::row (const matrix_v &m, size_t i)
 Return the specified row minus 1 of the specified matrix.
 
vector_v stan::agrad::col (const matrix_v &m, size_t j)
 Return the specified column minus 1 of the specified matrix.
 
vector_v stan::agrad::diagonal (const matrix_v &m)
 Return a column vector of the diagonal elements of the specified matrix.
 
matrix_v stan::agrad::diag_matrix (const vector_v &v)
 Return a square diagonal matrix with the specified vector of coefficients as the diagonal values.
 
row_vector_v stan::agrad::transpose (const vector_v &v)
 Return the transposition of the specified column vector.
 
vector_v stan::agrad::transpose (const row_vector_v &rv)
 Return the transposition of the specified row vector.
 
matrix_v stan::agrad::transpose (const matrix_v &m)
 Return the transposition of the specified matrix.
 
matrix_v stan::agrad::inverse (const matrix_v &m)
 Returns the inverse of the specified matrix.
 
vector_v stan::agrad::softmax (const vector_v &v)
 Return the softmax of the specified vector.
 
vector_v stan::agrad::eigenvalues (const matrix_v &m)
 Return the real component of the eigenvalues of the specified matrix in descending order of magnitude.
 
matrix_v stan::agrad::eigenvectors (const matrix_v &m)
 Return a matrix whose columns are the real components of the eigenvectors of the specified matrix.
 
void stan::agrad::eigen_decompose (const matrix_v &m, vector_v &eigenvalues, matrix_v &eigenvectors)
 Assign the real components of the eigenvalues and eigenvectors of the specified matrix to the specified references.
 
vector_v stan::agrad::eigenvalues_sym (const matrix_v &m)
 Return the eigenvalues of the specified symmetric matrix in descending order of magnitude.
 
matrix_v stan::agrad::eigenvectors_sym (const matrix_v &m)
 Return a matrix whose rows are the real components of the eigenvectors of the specified symmetric matrix.
 
void stan::agrad::eigen_decompose_sym (const matrix_v &m, vector_v &eigenvalues, matrix_v &eigenvectors)
 Assign the real components of the eigenvalues and eigenvectors of the specified symmetric matrix to the specified references.
 
matrix_v stan::agrad::cholesky_decompose (const matrix_v &m)
 Return the lower-triangular Cholesky factor (i.e., matrix square root) of the specified square, symmetric matrix.
 
vector_v stan::agrad::singular_values (const matrix_v &m)
 Return the vector of the singular values of the specified matrix in decreasing order of magnitude.
 
void stan::agrad::svd (const matrix_v &m, matrix_v &u, matrix_v &v, vector_v &s)
 Assign the real components of a singular value decomposition of the specified matrix to the specified references.
 
void stan::agrad::stan_print (std::ostream *o, const var &x)
 

Macro Definition Documentation

#define __STAN__AGRAD__MATRIX_CPP__

Definition at line 2 of file matrix.cpp.


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