check_corr_matrix.hpp

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#ifndef STAN_MATH_PRIM_ERR_CHECK_CORR_MATRIX_HPP
#define STAN_MATH_PRIM_ERR_CHECK_CORR_MATRIX_HPP
 
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/fun/value_of_rec.hpp>
#include <stan/math/prim/err/throw_domain_error.hpp>
#include <stan/math/prim/err/check_pos_definite.hpp>
#include <stan/math/prim/err/check_square.hpp>
#include <sstream>
#include <string>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename Mat, require_matrix_t<Mat>* = nullptr>
inline void check_corr_matrix(const char* function, const char* name,
                              const Mat& y) {
  auto&& y_ref = to_ref(value_of_rec(y));
  check_square(function, name, y_ref);
  using std::fabs;
  if (y_ref.size() == 0) {
    return;
  }
 
  for (Eigen::Index k = 0; k < y.rows(); ++k) {
    if (!(fabs(y_ref.coeff(k, k) - 1.0) <= CONSTRAINT_TOLERANCE)) {
      [&y_ref, name, k, function]() STAN_COLD_PATH {
        std::ostringstream msg;
        msg << "is not a valid correlation matrix. " << name << "("
            << stan::error_index::value + k << ","
            << stan::error_index::value + k << ") is ";
        std::string msg_str(msg.str());
        throw_domain_error(function, name, y_ref(k, k), msg_str.c_str(),
                           ", but should be near 1.0");
      }();
    }
  }
  check_pos_definite(function, name, y_ref);
}
 
template <typename StdVec, require_std_vector_t<StdVec>* = nullptr>
void check_corr_matrix(const char* function, const char* name,
                       const StdVec& y) {
  for (auto&& y_i : y) {
    check_corr_matrix(function, name, y_i);
  }
}
 
}  // namespace math
}  // namespace stan
#endif