◆ solve_step()

template<typename NewtonStateT , typename LLFun , typename LLTupleArgs , typename CovarMat >

void stan::math::internal::CholeskyWSolverDiag::solve_step	(	NewtonStateT &	state,
		const LLFun &	ll_fun,
		const LLTupleArgs &	ll_args,
		const CovarMat &	covariance,
		int	,
		std::ostream *	msgs
	)

inline

Perform one Newton step using diagonal Hessian solver.

Computes the diagonal Hessian, forms B = I + W_r * Sigma * W_r, performs Cholesky factorization, and solves for the new a vector.

Template Parameters

NewtonStateT	Type of the Newton state
LLFun	Type of the log-likelihood functor
LLTupleArgs	Type of the likelihood arguments tuple
CovarMat	Type of the covariance matrix

Parameters

[in,out]	state	Shared Newton state (modified: B, b, curr().a())
[in]	ll_fun	Log-likelihood functor
[in,out]	ll_args	Additional arguments for the likelihood
[in]	covariance	Prior covariance matrix Sigma
[in]	hessian_block_size	Ignored for diagonal solver
[in,out]	msgs	Output stream for diagnostic messages (may be nullptr)

Exceptions

std::domain_error If Hessian is not positive definite or Cholesky fails