Stan Math Library  2.10.0
reverse mode automatic differentiation
check_cholesky_factor.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_ERR_CHECK_CHOLESKY_FACTOR_HPP
2 #define STAN_MATH_PRIM_MAT_ERR_CHECK_CHOLESKY_FACTOR_HPP
3 
8 
9 
10 namespace stan {
11  namespace math {
33  template <typename T_y>
34  inline bool
36  const char* function,
37  const char* name,
38  const Eigen::Matrix<T_y, Eigen::Dynamic, Eigen::Dynamic>& y
39  ) {
40  check_less_or_equal(function, "columns and rows of Cholesky factor",
41  y.cols(), y.rows());
42  check_positive(function, "columns of Cholesky factor", y.cols());
43  check_lower_triangular(function, name, y);
44  for (int i = 0; i < y.cols(); ++i)
45  // FIXME: should report row
46  check_positive(function, name, y(i, i));
47  return true;
48  }
49 
50  }
51 }
52 #endif
bool check_cholesky_factor(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified matrix is a valid Cholesky factor.
bool check_lower_triangular(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified matrix is lower triangular.
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
bool check_less_or_equal(const char *function, const char *name, const T_y &y, const T_high &high)
Return true if y is less or equal to high.

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