◆ find_initial_shift()

double stan::math::internal::find_initial_shift	(	const Eigen::Ref< const Eigen::VectorXd >	diagonal,
		const Eigen::Ref< const Eigen::VectorXd >	subdiagonal,
		VectorXdd &	l0,
		VectorXdd &	d0,
		const double	min_eigval,
		const double	max_eigval,
		const double	max_ele_growth
	)

inline

Finds a good value for shift of the initial LDL factorization T - shift * I = L * D * L^T.

Parameters

diagonal	Diagonal of T.
subdiagonal	Subdiagonal of T.
l0	Subdiagonal of L.
d0	Diagonal of D.
min_eigval	Lower bound on eigenvalues of T.
max_eigval	High bound on eigenvalues of T
max_ele_growth	Maximum desired element growth.

Definition at line 109 of file mrrr.hpp.