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Stan Math Library
2.10.0
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... | |