check_cov_matrix() [2/2]

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

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

inline

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

A valid covariance matrix is a square, symmetric matrix that is positive definite.

Template Parameters

StdVec

A standard vector with inner type either inheriting from 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	Function name (for error messages)
name	Variable name (for error messages)
y	standard vector of matrices to test.

Exceptions

`std::invalid_argument`	if the matrix is not square or if the matrix is 0x0
`std::domain_error`	if the matrix is not symmetric, if the matrix is not positive definite, or if any element of the matrix is NaN

Definition at line 52 of file check_cov_matrix.hpp.