cholesky_factor_constrain() [2/6]

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

Eigen::Matrix< value_type_t< T >, Eigen::Dynamic, Eigen::Dynamic > 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 and increment the specified log probability reference with the log absolute Jacobian determinant adjustment of the transform.

A total of (N choose 2) + N + N * (M - N) free parameters are required to read an M by N Cholesky factor.

Template Parameters

T	type of the vector (must be derived from Eigen::MatrixBase and have one compile-time dimension equal to 1)

Parameters

x	Vector of unconstrained values
M	number of rows
N	number of columns
lp	Log probability that is incremented with the log absolute Jacobian determinant

Returns

Cholesky factor

Definition at line 76 of file cholesky_factor_constrain.hpp.