cov_matrix_constrain() [2/5]

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

Eigen::Matrix< value_type_t< T >, Eigen::Dynamic, Eigen::Dynamic > stan::math::cov_matrix_constrain ( const T &  x, Eigen::Index  K, return_type_t< T > &  lp  )

inline

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).

Template Parameters

T	type of the vector (must be derived from Eigen::MatrixBase and have one compile-time dimension equal to 1)

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 65 of file cov_matrix_constrain.hpp.