cholesky_lambda()

template<typename T1 , typename T2 , typename T3 >

auto stan::math::internal::cholesky_lambda ( T1 &  L_A, T2 &  L, T3 &  A  )

inline

Reverse mode differentiation algorithm reference:

Iain Murray: Differentiation of the Cholesky decomposition, 2016.

Definition at line 81 of file cholesky_decompose.hpp.