Stan Math Library  2.15.0
reverse mode automatic differentiation
Public Member Functions | Public Attributes | List of all members
stan::math::LDLT_alloc< R, C > Class Template Reference

This object stores the actual (double typed) LDLT factorization of an Eigen::Matrix<var> along with pointers to its vari's which allow the *ldlt_ functions to save memory. More...

#include <LDLT_alloc.hpp>

Inheritance diagram for stan::math::LDLT_alloc< R, C >:
stan::math::chainable_alloc

Public Member Functions

 LDLT_alloc ()
 
 LDLT_alloc (const Eigen::Matrix< var, R, C > &A)
 
void compute (const Eigen::Matrix< var, R, C > &A)
 Compute the LDLT factorization and store pointers to the vari's of the matrix entries to be used when chain() is called elsewhere. More...
 
double log_abs_det () const
 
- Public Member Functions inherited from stan::math::chainable_alloc
 chainable_alloc ()
 
virtual ~chainable_alloc ()
 

Public Attributes

size_t N_
 
Eigen::LDLT< Eigen::Matrix< double, R, C > > ldlt_
 
Eigen::Matrix< vari *, R, C > variA_
 

Detailed Description

template<int R, int C>
class stan::math::LDLT_alloc< R, C >

This object stores the actual (double typed) LDLT factorization of an Eigen::Matrix<var> along with pointers to its vari's which allow the *ldlt_ functions to save memory.

It is derived from a chainable_alloc object so that it is allocated on the stack but does not have a chain() function called.

This class should only be instantiated as part of an LDLT_factor object and is only used in *ldlt_ functions.

Definition at line 20 of file LDLT_alloc.hpp.

Constructor & Destructor Documentation

§ LDLT_alloc() [1/2]

template<int R, int C>
stan::math::LDLT_alloc< R, C >::LDLT_alloc ( )
inline

Definition at line 22 of file LDLT_alloc.hpp.

§ LDLT_alloc() [2/2]

template<int R, int C>
stan::math::LDLT_alloc< R, C >::LDLT_alloc ( const Eigen::Matrix< var, R, C > &  A)
inlineexplicit

Definition at line 23 of file LDLT_alloc.hpp.

Member Function Documentation

§ compute()

template<int R, int C>
void stan::math::LDLT_alloc< R, C >::compute ( const Eigen::Matrix< var, R, C > &  A)
inline

Compute the LDLT factorization and store pointers to the vari's of the matrix entries to be used when chain() is called elsewhere.

Definition at line 32 of file LDLT_alloc.hpp.

§ log_abs_det()

template<int R, int C>
double stan::math::LDLT_alloc< R, C >::log_abs_det ( ) const
inline

Definition at line 49 of file LDLT_alloc.hpp.

Member Data Documentation

§ ldlt_

template<int R, int C>
Eigen::LDLT<Eigen::Matrix<double, R, C> > stan::math::LDLT_alloc< R, C >::ldlt_

Definition at line 54 of file LDLT_alloc.hpp.

§ N_

template<int R, int C>
size_t stan::math::LDLT_alloc< R, C >::N_

Definition at line 53 of file LDLT_alloc.hpp.

§ variA_

template<int R, int C>
Eigen::Matrix<vari*, R, C> stan::math::LDLT_alloc< R, C >::variA_

Definition at line 55 of file LDLT_alloc.hpp.


The documentation for this class was generated from the following file:

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