cov_matrix_constrain() [5/5]

template<typename T , require_var_vector_t< T > * = nullptr>

var_value< Eigen::MatrixXd > stan::math::cov_matrix_constrain	(	const T &	x,
		Eigen::Index	K,
		scalar_type_t< T > &	lp
	)

Return the symmetric, positive-definite matrix of dimensions K by K resulting from transforming the specified finite vector of size K plus (K choose 2).

See cov_matrix_free() for the inverse transform.

Template Parameters

T	type of input vector (must be a var_value<S> where S inherits from EigenBase)

Parameters

x	The vector to convert to a covariance matrix.
K	The dimensions of the resulting covariance matrix.
lp	Reference

Exceptions

std::domain_error

if (x.size() != K + (K choose 2)).

Definition at line 77 of file cov_matrix_constrain.hpp.