factor_U()

template<typename T_U , typename T_CPCs , require_eigen_t< T_U > * = nullptr, require_eigen_vector_t< T_CPCs > * = nullptr, require_vt_same< T_U, T_CPCs > * = nullptr>

void stan::math::factor_U	(	const T_U &	U,
		T_CPCs &&	CPCs
	)

This function is intended to make starting values, given a unit upper-triangular matrix U such that U'DU is a correlation matrix.

Template Parameters

T	type of elements in the matrix

Parameters

U	Sigma matrix
CPCs	fill this unbounded

Definition at line 25 of file factor_U.hpp.