cholesky_decompose() [2/5]

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

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

inline

Returns the lower-triangular Cholesky factor (i.e., matrix square root) of the specified square, symmetric reverse mode 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 26 of file cholesky_decompose.hpp.