◆ llt_with_jitter()

template<typename LLT , typename B_t >

void stan::math::internal::llt_with_jitter	(	LLT &	llt_B,
		B_t &	B,
		double	min_jitter = `1e-10`,
		double	max_jitter = `1e-5`
	)

inline

Factorize B with jittering fallback.

Template Parameters

LLT	Cholesky factorization type
B_t	Matrix type

Parameters

llt_B	Cholesky factorization object
B	Matrix to factorize
min_jitter	Minimum jitter to try
max_jitter	Maximum jitter to try