cholesky_decompose.hpp File Reference

#include <stan/math/rev/meta.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/typedefs.hpp>
#include <stan/math/prim/fun/cholesky_decompose.hpp>
#include <stan/math/rev/fun/value_of_rec.hpp>
#include <stan/math/rev/fun/value_of.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/prim/fun/value_of_rec.hpp>
#include <stan/math/prim/err/check_pos_definite.hpp>
#include <stan/math/prim/err/check_square.hpp>
#include <stan/math/prim/err/check_symmetric.hpp>
#include <algorithm>
#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.
namespace	stan::math::internal
	A comparator that works for any container type that has the brackets operator.

Functions
template<typename LMat , typename LAMat >
void	stan::math::internal::initialize_return (LMat &L, const LAMat &L_A, vari *&dummy)
template<typename T1 , typename T2 , typename T3 >
auto	stan::math::internal::unblocked_cholesky_lambda (T1 &L_A, T2 &L, T3 &A)
	Reverse mode differentiation algorithm reference:
template<typename T1 , typename T2 , typename T3 >
auto	stan::math::internal::cholesky_lambda (T1 &L_A, T2 &L, T3 &A)
	Reverse mode differentiation algorithm reference:
template<typename EigMat , require_eigen_vt< is_var, EigMat > * = nullptr>
auto	stan::math::cholesky_decompose (const EigMat &A)
	Reverse mode specialization of cholesky decomposition.
template<typename T , require_var_matrix_t< T > * = nullptr>
auto	stan::math::cholesky_decompose (const T &A)
	Reverse mode specialization of Cholesky decomposition.