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cholesky_factor_constrain.hpp File Reference
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/exp.hpp>
#include <stan/math/prim/fun/sum.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <cmath>
#include <stdexcept>
#include <vector>

Go to the source code of this file.

Namespaces

namespace  stan
 The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
 
namespace  stan::math
 Matrices and templated mathematical functions.
 

Functions

template<typename T , require_eigen_col_vector_t< T > * = nullptr>
Eigen::Matrix< value_type_t< T >, Eigen::Dynamic, Eigen::Dynamic > stan::math::cholesky_factor_constrain (const T &x, int M, int N)
 Return the Cholesky factor of the specified size read from the specified vector.
 
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)
 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.
 
template<typename T , require_std_vector_t< T > * = nullptr>
auto stan::math::cholesky_factor_constrain (const T &x, int M, int N)
 Return the Cholesky factor of the specified size read from the specified vector.
 
template<typename T , typename Lp , require_std_vector_t< T > * = nullptr, require_convertible_t< return_type_t< T >, Lp > * = nullptr>
auto stan::math::cholesky_factor_constrain (const T &x, int M, int N, Lp &lp)
 Return the Cholesky factor of the specified size read from the specified vector.