find_shift()

void stan::math::internal::find_shift ( const VectorXdd &  l, const VectorXdd &  d, const double_d  low, const double_d  high, const double  max_ele_growth, const double_d  max_shift, VectorXdd &  l2, VectorXdd &  d2, double_d &  shift, double &  min_element_growth  )

inline

Finds good shift and shifts a LDL decomposition so as to keep element growth low.

L * D * L^T - shift * I = L2 * D2 * L2^T.

Parameters

	l	Subdiagonal of L.
	d	Diagonal of D.
	low	Low bound on wanted shift.
	high	High bound on wanted shift.
	max_ele_growth	Maximum desired element growth. If no better options are found, it might be exceeded.
	max_shift	Maximal difference of shift from wanted bounds.
[out]	l2	Subdiagonal of L2.
[out]	d2	Diagonal of D2.
[out]	shift	Shift.
[out]	min_element_growth	Element growth achieved with resulting shift.

Definition at line 242 of file mrrr.hpp.