cholesky_decompose.hpp

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#ifndef STAN_MATH_OPENCL_PRIM_CHOLESKY_DECOMPOSE_HPP
#define STAN_MATH_OPENCL_PRIM_CHOLESKY_DECOMPOSE_HPP
#ifdef STAN_OPENCL
 
#include <stan/math/opencl/matrix_cl.hpp>
#include <stan/math/opencl/kernel_generator.hpp>
#include <stan/math/opencl/cholesky_decompose.hpp>
#include <stan/math/prim/meta.hpp>
#include <CL/opencl.hpp>
#include <algorithm>
#include <cmath>
 
namespace stan {
namespace math {
inline matrix_cl<double> cholesky_decompose(const matrix_cl<double>& A) {
  check_symmetric("cholesky_decompose", "A", A);
  matrix_cl<double> res = copy_cl(A);
  if (res.rows() == 0) {
    return res;
  }
  opencl::cholesky_decompose(res);
  // check_pos_definite on matrix_cl is check_nan + check_diagonal_zeros
  check_cl("cholesky_decompose (OpenCL)", "A", res, "not NaN") = !isnan(res);
  check_cl("cholesky_decompose (OpenCL)", "diagonal of A", diagonal(res),
           "nonzero")
      = diagonal(res) != 0.0;
 
  res.template zeros_strict_tri<matrix_cl_view::Upper>();
  return res;
}
}  // namespace math
}  // namespace stan
 
#endif
#endif