Stan Math Library  2.11.0
reverse mode automatic differentiation
check_ldlt_factor.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_ERR_CHECK_LDLT_FACTOR_HPP
2 #define STAN_MATH_PRIM_MAT_ERR_CHECK_LDLT_FACTOR_HPP
3 
7 #include <sstream>
8 #include <string>
9 
10 namespace stan {
11  namespace math {
12 
33  template <typename T, int R, int C>
34  inline bool check_ldlt_factor(const char* function,
35  const char* name,
37  if (!A.success()) {
38  std::ostringstream msg;
39  msg << "is not positive definite. "
40  << "last conditional variance is ";
41  std::string msg_str(msg.str());
42  const T too_small = A.vectorD().tail(1)(0);
43  domain_error(function, name, too_small,
44  msg_str.c_str(), ".");
45  return false;
46  }
47  return true;
48  }
49 
50  }
51 }
52 #endif
Eigen::Matrix< T, Eigen::Dynamic, 1 > vectorD() const
void domain_error(const char *function, const char *name, const T &y, const char *msg1, const char *msg2)
Throw a domain error with a consistently formatted message.
LDLT_factor is a thin wrapper on Eigen::LDLT to allow for reusing factorizations and efficient autodi...
Definition: LDLT_factor.hpp:58
bool check_ldlt_factor(const char *function, const char *name, stan::math::LDLT_factor< T, R, C > &A)
Return true if the argument is a valid stan::math::LDLT_factor.

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