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expose matrix_exp_multiply in Math to Stan #2539

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yizhang-yiz opened this issue Jun 9, 2018 · 1 comment
Closed

expose matrix_exp_multiply in Math to Stan #2539

yizhang-yiz opened this issue Jun 9, 2018 · 1 comment

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@yizhang-yiz
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yizhang-yiz commented Jun 9, 2018

Summary:

Allow Stan to use matrix_exp_multiply() and scale_matrix_exp_multiply().

Description:

The proposal is to overload matrix_exp interface so that in addition to
allow the following in Stan language

matrix_exp_multiply(matrix A, matrix B);
scale_matrix_exp_multiply(real t, matrix A, matrix B);

for exp(A)B and exp(At)B, respectively.

Reproducible Steps:

Function signature test.

Current Output:

n/a

Expected Output:

Pass function signature test

Additional Information:

Possible application: solve linear ODE systems.

Current Version:

v2.17.1

@yizhang-yiz yizhang-yiz changed the title expose matrix_exp_action in Math to Stan expose matrix_exp_multiply in Math to Stan Jun 13, 2018
@bob-carpenter
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fixed with #2548

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