◆ block_matrix_chol_L()

template<typename WRootMat >

void stan::math::internal::block_matrix_chol_L	(	WRootMat &	W_root,
		const Eigen::SparseMatrix< double > &	W,
		const Eigen::Index	block_size
	)

inline

Performs a Cholesky decomposition on a block diagonal matrix.

Template Parameters

WRootMat A type inheriting from Eigen::EigenBase.

Parameters

W_root	The output matrix to store the square root.
W	The input block diagonal matrix.
block_size	The size of each block in the block diagonal matrix.