Stan Math Library  2.15.0
reverse mode automatic differentiation
Classes | Namespaces | Functions
cholesky_decompose.hpp File Reference
#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...
 

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