Stan Math Library
4.9.0
Automatic Differentiation
|
void stan::math::check_cholesky_factor | ( | const char * | function, |
const char * | name, | ||
const StdVec & | y | ||
) |
Throw an exception if the specified matrix is not a valid Cholesky factor.
A Cholesky factor is a lower triangular matrix whose diagonal elements are all positive. Note that Cholesky factors need not be square, but require at least as many rows M as columns N (i.e., M >= N
).
StdVec | A standard vector with inner type either inheriting from MatrixBase with neither rows or columns defined at compile time to be equal to 1 or a var_value with the var's inner type inheriting from Eigen::MatrixBase with neither rows or columns defined at compile time to be equal to 1 |
function | Function name (for error messages) |
name | Variable name (for error messages) |
y | Standard vector of matrices to test |
`std::domain_error` | if y is not a valid Cholesky factor, if number of rows is less than the number of columns, if there are 0 columns, or if any element in matrix is NaN |
Definition at line 61 of file check_cholesky_factor.hpp.