cholesky_decompose() [1/5]

matrix_cl< double > stan::math::cholesky_decompose ( const matrix_cl< double > &  A )

inline

Returns the lower-triangular Cholesky factor (i.e., matrix square root) of the specified square, symmetric matrix on the OpenCL device.

The return value \(L\) will be a lower-triangular matrix such that the original matrix \(A\) is given by

\(A = L \times L^T\).

Parameters

A	Input square matrix

Returns

Square root of matrix.

Exceptions

std::domain_error

if m is not a symmetric matrix or if m is not positive definite (if m has more than 0 elements)

Definition at line 25 of file cholesky_decompose.hpp.