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Stan Math Library
2.11.0
reverse mode automatic differentiation
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#include <stan/math/prim/mat/fun/Eigen.hpp>#include <stan/math/prim/mat/err/check_pos_definite.hpp>#include <stan/math/prim/mat/err/check_square.hpp>#include <stan/math/prim/mat/err/check_symmetric.hpp>Go to the source code of this file.
Namespaces | |
| stan | |
| stan::math | |
| Matrices and templated mathematical functions. | |
Functions | |
| template<typename T > | |
| Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > | stan::math::cholesky_decompose (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m) |
| Return the lower-triangular Cholesky factor (i.e., matrix square root) of the specified square, symmetric matrix. More... | |