check_pos_definite() [1/3]

template<typename EigMat , require_matrix_t< EigMat > * = nullptr>

void stan::math::check_pos_definite ( const char *  function, const char *  name, const EigMat &  y  )

inline

Check if the specified square, symmetric matrix is positive definite.

This computes an LDLT decomposition to establish positive definiteness, so it can be expensive. If an LDLT or LLT decomposition is available, that should be tested instead.

Template Parameters

EigMat

A type derived from EigenBase with dynamic rows and columns

Parameters

function	function name (for error messages)
name	variable name (for error messages)
y	matrix to test

Exceptions

std::invalid_argument	if the matrix is not square or if the matrix has 0 size.
std::domain_error	if the matrix is not symmetric, if it is not positive definite, or if any element is NaN

Definition at line 34 of file check_pos_definite.hpp.