Automatic Differentiation
 
Loading...
Searching...
No Matches
cholesky_factor_constrain.hpp File Reference
#include <stan/math/rev/core.hpp>
#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_var_vector_t< T > * = nullptr>
var_value< Eigen::MatrixXd > 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 , require_var_vector_t< T > * = nullptr>
var_value< Eigen::MatrixXd > stan::math::cholesky_factor_constrain (const T &x, int M, int N, scalar_type_t< T > &lp)
 Return the Cholesky factor of the specified size read from the specified vector and increment the specified log probability reference with the log Jacobian adjustment of the transform.