check_ldlt_factor.hpp

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#ifndef STAN_MATH_PRIM_ERR_CHECK_LDLT_FACTOR_HPP
#define STAN_MATH_PRIM_ERR_CHECK_LDLT_FACTOR_HPP
 
#include <stan/math/prim/err/throw_domain_error.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/LDLT_factor.hpp>
#include <sstream>
#include <string>
 
namespace stan {
namespace math {
 
template <typename T>
inline void check_ldlt_factor(const char* function, const char* name,
                              LDLT_factor<T>& A) {
  if (!(A.ldlt().info() == Eigen::Success && A.ldlt().isPositive()
        && (A.ldlt().vectorD().array() > 0).all())) {
    std::ostringstream msg;
    msg << "is not positive definite.  last conditional variance is ";
    std::string msg_str(msg.str());
    auto too_small = A.ldlt().vectorD().tail(1)(0);
    throw_domain_error(function, name, too_small, msg_str.c_str(), ".");
  }
}
 
}  // namespace math
}  // namespace stan
#endif