cholesky_decompose.hpp

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#ifndef STAN_MATH_PRIM_FUN_CHOLESKY_DECOMPOSE_HPP
#define STAN_MATH_PRIM_FUN_CHOLESKY_DECOMPOSE_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
 
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename EigMat, require_eigen_t<EigMat>* = nullptr,
          require_not_eigen_vt<is_var, EigMat>* = nullptr>
inline plain_type_t<EigMat> cholesky_decompose(const EigMat& m) {
  auto&& m_eval = to_ref(m);
  check_symmetric("cholesky_decompose", "m", m_eval);
  check_not_nan("cholesky_decompose", "m", m_eval);
  Eigen::LLT<plain_type_t<EigMat>> llt = m_eval.llt();
  check_pos_definite("cholesky_decompose", "m", llt);
  return llt.matrixL();
}
 
}  // namespace math
}  // namespace stan
 
#endif