cholesky_factor_constrain() [3/5]

template<bool Jacobian, typename T , require_not_std_vector_t< T > * = nullptr>

auto stan::math::cholesky_factor_constrain ( const T &  x, int  M, int  N, return_type_t< T > &  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. 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

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 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

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 109 of file cholesky_factor_constrain.hpp.