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Stan Math Library
2.15.0
reverse mode automatic differentiation
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#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/prim/mat/fun/typedefs.hpp>
#include <stan/math/prim/mat/fun/cholesky_decompose.hpp>
#include <stan/math/rev/scal/fun/value_of_rec.hpp>
#include <stan/math/rev/scal/fun/value_of.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/prim/mat/fun/value_of_rec.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>
#include <algorithm>
Go to the source code of this file.
Classes | |
class | stan::math::cholesky_block |
class | stan::math::cholesky_scalar |
Namespaces | |
stan | |
stan::math | |
Matrices and templated mathematical functions. | |
Functions | |
Eigen::Matrix< var, -1, -1 > | stan::math::cholesky_decompose (const Eigen::Matrix< var, -1, -1 > &A) |
Reverse mode specialization of cholesky decomposition. More... | |