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Feature 2539 matrix exp mult #2548

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merged 3 commits into from Jun 16, 2018

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@yizhang-cae
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yizhang-cae commented Jun 14, 2018

Submission Checklist

  • Run unit tests: ./runTests.py src/test/unit
  • Run cpplint: make cpplint
  • Declare copyright holder and open-source license: see below

Summary

This PR address #2539, allowing

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

in Stan language.

Intended Effect

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

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

How to Verify

unit tests

Side Effects

n/a

Documentation

#2547

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):
Metrum Research Group, LLC

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

@bob-carpenter

Looks great. Thanks.

Generally the doc PR should be together with this, but I'll add this one, then the doc.

@bob-carpenter bob-carpenter merged commit 1b8a066 into stan-dev:develop Jun 16, 2018

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