check_corr_matrix() [2/2]

template<typename StdVec , require_std_vector_t< StdVec > * = nullptr>

void stan::math::check_corr_matrix	(	const char *	function,
		const char *	name,
		const StdVec &	y
	)

Throw an exception if the specified matrix is not a valid correlation matrix.

A valid correlation matrix is symmetric positive definite, has a unit diagonal (all 1 values), and has all values between -1 and 1 (inclusive).

Template Parameters

StdVec

A standard vector with inner type either inheriting from Eigen::MatrixBase with neither rows or columns defined at compile time to be equal to 1 or a var_value with the var's inner type inheriting from Eigen::MatrixBase with neither rows or columns defined at compile time to be equal to 1.

Parameters

function	Name of the function this was called from
name	Name of the variable
y	Matrix to test

Exceptions

`std::invalid_argument`	if the matrix is not square
`std::domain_error`	if the matrix is non-symmetric, diagonals not near 1, not positive definite, or any of the elements are NaN

Definition at line 76 of file check_corr_matrix.hpp.