cholesky_decompose() [5/5]

template<typename T , require_var_matrix_t< T > * = nullptr>

auto stan::math::cholesky_decompose ( const T &  A )

inline

Reverse mode specialization of Cholesky decomposition.

Internally calls Eigen::LLT rather than using stan::math::cholesky_decompose in order to use an inplace decomposition.

Note chainable stack varis are created below in Matrix<var, -1, -1>

Template Parameters

T	A var_value holding an inner eigen type.

Parameters

A	A square positive definite matrix with no nan values.

Returns

L Cholesky factor of A

Definition at line 171 of file cholesky_decompose.hpp.