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 78 of file cov_matrix_constrain.hpp.