Add inverse_spd function which computes the inverse using the LDLT transform.
Add unit test for inverse_spd.
Documentation for inverse_spd
Expose inverse_spd to the parser.
In inverse_spd 0.5*(a + a') when computing LDLT to ensure that gradients are spread out and update tests.
Make dot_product vari use Eigen::Matrix::dot().
Add a matrix version of the value_of function.
Implement functions which compute quadratic forms and the trace of quadratic forms.
Allow the LDLT_factor class to be used when computing the trace of an (inverse) quadratic form.
Update matrix includes to include quad_forms.
Make use of trace_inv_quad_form_ldlt in multi_gp_log.
Make use of quad_form and trace_inv_quad_form_ldlt in multi_normal_log.
Add a matrix_normal_prec distribution.
Expose matrix_normal_prec_log and quadratic forms to the model parser.
Add unit test for quad_form and quad_form_sym.
Add unit test for trace_quad_form.
Add unit test for matrix_normal_prec distribution.
Add inverse_spd function signature tests.
Add vector form of trace_quad_form.
Add function signature tests for quadratic forms.