corr_matrix_free.hpp

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#ifndef STAN_MATH_PRIM_CONSTRAINT_CORR_MATRIX_FREE_HPP
#define STAN_MATH_PRIM_CONSTRAINT_CORR_MATRIX_FREE_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/factor_cov_matrix.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename T, require_eigen_t<T>* = nullptr>
inline Eigen::Matrix<value_type_t<T>, Eigen::Dynamic, 1> corr_matrix_free(
    const T& y) {
  using Eigen::Array;
  using Eigen::Dynamic;
 
  check_square("corr_matrix_free", "y", y);
  check_nonzero_size("corr_matrix_free", "y", y);
 
  Eigen::Index k = y.rows();
  Eigen::Index k_choose_2 = (k * (k - 1)) / 2;
  Eigen::Matrix<value_type_t<T>, Dynamic, 1> x(k_choose_2);
  Array<value_type_t<T>, Dynamic, 1> sds(k);
  bool successful = factor_cov_matrix(y, x.array(), sds);
  if (!successful) {
    throw_domain_error("corr_matrix_free", "factor_cov_matrix failed on y", y,
                       "");
  }
  check_bounded("corr_matrix_free", "log(sd)", sds, -CONSTRAINT_TOLERANCE,
                CONSTRAINT_TOLERANCE);
  return x;
}
 
template <typename T, require_std_vector_t<T>* = nullptr>
inline auto corr_matrix_free(T&& x) {
  return apply_vector_unary<T>::apply(std::forward<T>(x), [](auto&& v) {
    return corr_matrix_free(std::forward<decltype(v)>(v));
  });
}
 
}  // namespace math
}  // namespace stan
 
#endif