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Simplify implementation for chol2inv #3136

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Simplify implementation for chol2inv #3136

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15 changes: 2 additions & 13 deletions stan/math/prim/fun/chol2inv.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -3,10 +3,9 @@

#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/dot_self.hpp>
#include <stan/math/prim/fun/dot_product.hpp>
#include <stan/math/prim/fun/mdivide_left_tri.hpp>
#include <stan/math/prim/fun/inv_square.hpp>
#include <stan/math/prim/fun/crossprod.hpp>

namespace stan {
namespace math {
Expand Down Expand Up @@ -35,17 +34,7 @@ plain_type_t<T> chol2inv(const T& L) {
X.coeffRef(0) = inv_square(L_ref.coeff(0, 0));
return X;
}
T_result L_inv = mdivide_left_tri<Eigen::Lower>(L_ref);
T_result X(K, K);
for (int k = 0; k < K; ++k) {
X.coeffRef(k, k) = dot_self(L_inv.col(k).tail(K - k).eval());
for (int j = k + 1; j < K; ++j) {
int Kmj = K - j;
X.coeffRef(k, j) = X.coeffRef(j, k) = dot_product(
L_inv.col(k).tail(Kmj).eval(), L_inv.col(j).tail(Kmj).eval());
}
}
return X;
return crossprod(mdivide_left_tri<Eigen::Lower>(L_ref));
}

} // namespace math
Expand Down
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