read_cov_L.hpp

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#ifndef STAN_MATH_PRIM_FUN_READ_COV_L_HPP
#define STAN_MATH_PRIM_FUN_READ_COV_L_HPP
 
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/log.hpp>
#include <stan/math/prim/fun/read_corr_L.hpp>
#include <stan/math/prim/fun/sum.hpp>
#include <stan/math/prim/fun/constants.hpp>
 
namespace stan {
namespace math {
 
template <typename T_CPCs, typename T_sds,
          require_all_eigen_vector_t<T_CPCs, T_sds>* = nullptr,
          require_vt_same<T_CPCs, T_sds>* = nullptr>
Eigen::Matrix<value_type_t<T_CPCs>, Eigen::Dynamic, Eigen::Dynamic> read_cov_L(
    const T_CPCs& CPCs, const T_sds& sds, value_type_t<T_CPCs>& log_prob) {
  size_t K = sds.rows();
  // adjust due to transformation from correlations to covariances
  log_prob += (sum(log(sds)) + LOG_TWO) * K;
  return make_holder(
      [](const auto& b, const auto& sds) {
        return sds.matrix().asDiagonal() * b;
      },
      read_corr_L(CPCs, K, log_prob), to_ref(sds));
}
 
}  // namespace math
}  // namespace stan
 
#endif