get_shifted_ldl()

double stan::math::internal::get_shifted_ldl ( const VectorXdd &  l, const VectorXdd &  d, const double_d  shift, VectorXdd &  l_plus, VectorXdd &  d_plus  )

inline

Shifts a LDL decomposition.

The algorithm is sometimes called stationary quotients-differences with shifts (stqds). D and D+ are diagonal, L and L+ are lower unit triangular (diagonal elements are 1, all elements except diagonal and subdiagonal are 0). L * D * L^T - shift * I = L+ * D * L+^T. Also calculates element growth of D+: max(abs(D+)).

Parameters

	l	Subdiagonal of L.
	d	Diagonal of D.
	shift	Shift.
[out]	l_plus	Subdiagonal of L+.
[out]	d_plus	Diagonal of D+.

Returns

Element growth.

Definition at line 202 of file mrrr.hpp.