check_pos_definite.hpp File Reference

#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err/check_not_nan.hpp>
#include <stan/math/prim/err/throw_domain_error.hpp>
#include <stan/math/prim/err/check_symmetric.hpp>
#include <stan/math/prim/err/constraint_tolerance.hpp>
#include <stan/math/prim/err/check_positive.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/fun/value_of_rec.hpp>

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Namespaces
namespace	stan
	The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
namespace	stan::math
	Matrices and templated mathematical functions.

Functions
template<typename EigMat , require_matrix_t< EigMat > * = nullptr>
void	stan::math::check_pos_definite (const char *function, const char *name, const EigMat &y)
	Check if the specified square, symmetric matrix is positive definite.
template<typename Derived >
void	stan::math::check_pos_definite (const char *function, const char *name, const Eigen::LDLT< Derived > &cholesky)
	Check if the specified LDLT decomposition of a matrix is positive definite.
template<typename Derived >
void	stan::math::check_pos_definite (const char *function, const char *name, const Eigen::LLT< Derived > &cholesky)
	Check if the specified LLT decomposition was successful.