corr_matrix_constrain.hpp

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#ifndef STAN_MATH_PRIM_CONSTRAINT_CORR_MATRIX_CONSTRAIN_HPP
#define STAN_MATH_PRIM_CONSTRAINT_CORR_MATRIX_CONSTRAIN_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/constraint/corr_constrain.hpp>
#include <stan/math/prim/fun/read_corr_matrix.hpp>
#include <stdexcept>
 
namespace stan {
namespace math {
 
template <typename T, require_eigen_col_vector_t<T>* = nullptr>
inline Eigen::Matrix<value_type_t<T>, Eigen::Dynamic, Eigen::Dynamic>
corr_matrix_constrain(T&& x, Eigen::Index k) {
  Eigen::Index k_choose_2 = (k * (k - 1)) / 2;
  check_size_match("cov_matrix_constrain", "x.size()", x.size(), "k_choose_2",
                   k_choose_2);
  return read_corr_matrix(corr_constrain(std::forward<T>(x)), k);
}
 
template <typename T, typename Lp, require_eigen_col_vector_t<T>* = nullptr,
          require_convertible_t<return_type_t<T>, Lp>* = nullptr>
inline Eigen::Matrix<value_type_t<T>, Eigen::Dynamic, Eigen::Dynamic>
corr_matrix_constrain(T&& x, Eigen::Index k, Lp& lp) {
  Eigen::Index k_choose_2 = (k * (k - 1)) / 2;
  check_size_match("cov_matrix_constrain", "x.size()", x.size(), "k_choose_2",
                   k_choose_2);
  return read_corr_matrix(corr_constrain(std::forward<T>(x), lp), k, lp);
}
 
template <typename T, require_std_vector_t<T>* = nullptr>
inline auto corr_matrix_constrain(T&& y, int K) {
  return apply_vector_unary<T>::apply(std::forward<T>(y), [K](auto&& v) {
    return corr_matrix_constrain(std::forward<decltype(v)>(v), K);
  });
}
 
template <typename T, typename Lp, require_std_vector_t<T>* = nullptr,
          require_convertible_t<return_type_t<T>, Lp>* = nullptr>
inline auto corr_matrix_constrain(T&& y, int K, Lp& lp) {
  return apply_vector_unary<T>::apply(std::forward<T>(y), [&lp, K](auto&& v) {
    return corr_matrix_constrain(std::forward<decltype(v)>(v), K, lp);
  });
}
 
template <bool Jacobian, typename T, typename Lp,
          require_convertible_t<return_type_t<T>, Lp>* = nullptr>
inline auto corr_matrix_constrain(T&& x, Eigen::Index k, Lp& lp) {
  if constexpr (Jacobian) {
    return corr_matrix_constrain(std::forward<T>(x), k, lp);
  } else {
    return corr_matrix_constrain(std::forward<T>(x), k);
  }
}
 
}  // namespace math
}  // namespace stan
 
#endif