get_ldl()

double stan::math::internal::get_ldl ( const Eigen::Ref< const Eigen::VectorXd >  diagonal, const Eigen::Ref< const Eigen::VectorXd >  subdiagonal, const double  shift, VectorXdd &  l, VectorXdd &  d_plus  )

inline

Calculates LDL decomposition of a shifted triagonal matrix T.

D is diagonal, L is lower unit triangular (diagonal elements are 1, all elements except diagonal and subdiagonal are 0),T - shift * I = L * D * L^T. Also calculates element growth of D: max(abs(D)).

Parameters

	diagonal	Diagonal of T
	subdiagonal	Subdiagonal of T.
	shift	Shift.
[out]	l	Subdiagonal of L.
[out]	d_plus	Diagonal of D.

Returns

Element growth.

Definition at line 83 of file mrrr.hpp.