cholesky_factor_constrain() [4/6]

template<typename T , typename Lp , require_std_vector_t< T > * = nullptr, require_convertible_t< return_type_t< T >, Lp > * = nullptr>

auto stan::math::cholesky_factor_constrain ( const T &  x, int  M, int  N, Lp &  lp  )

inline

Return the Cholesky factor of the specified size read from the specified vector.

A total of (N choose 2) + N + N * (M - N) free parameters are required to read an M by N Cholesky factor. This overload handles looping over the elements of a standard vector.

Template Parameters

T	A standard vector with inner type inheriting from Eigen::DenseBase or a var_value with inner type inheriting from Eigen::DenseBase with compile time dynamic rows and 1 column
Lp	Scalar type for the lp argument. The scalar type of T should be convertable to this.

Parameters

	x	Vector of unconstrained values
	M	number of rows
	N	number of columns
[in,out]	lp	log density accumulator

Returns

Cholesky factor

A total of (N choose 2) + N + N * (M - N) free parameters are required to read an M by N Cholesky factor. If the Jacobian parameter is true, the log density accumulator is incremented with the log absolute Jacobian determinant of the transform. All of the transforms are specified with their Jacobians in the Stan Reference Manual chapter Constraint Transforms.

Template Parameters

Jacobian	if true, increment log density accumulator with log absolute Jacobian determinant of constraining transform
T	A type inheriting from Eigen::DenseBase or a var_value with inner type inheriting from Eigen::DenseBase with compile time dynamic rows and 1 column
Lp	A scalar type for the lp argument. The scalar type of T should be convertable to this.

Parameters

	x	Vector of unconstrained values
	M	number of rows
	N	number of columns
[in,out]	lp	log density accumulator

Returns

Cholesky factor

Definition at line 128 of file cholesky_factor_constrain.hpp.