1 #ifndef STAN_MATH_PRIM_MAT_ERR_CHECK_POS_DEFINITE_HPP
2 #define STAN_MATH_PRIM_MAT_ERR_CHECK_POS_DEFINITE_HPP
32 template <
typename T_y>
34 const Eigen::Matrix<T_y, -1, -1>& y) {
38 domain_error(
function, name,
"is not positive definite.",
"");
40 Eigen::LDLT<Eigen::MatrixXd> cholesky =
value_of_rec(y).ldlt();
41 if (cholesky.info() != Eigen::Success
42 || !cholesky.isPositive()
43 || (cholesky.vectorD().array() <= 0.0).any())
44 domain_error(
function, name,
"is not positive definite.",
"");
62 template <
typename Derived>
64 const Eigen::LDLT<Derived>& cholesky) {
65 if (cholesky.info() != Eigen::Success
66 || !cholesky.isPositive()
67 || !(cholesky.vectorD().array() > 0.0).all())
68 domain_error(
function,
"LDLT decomposition of",
" failed", name);
87 template <
typename Derived>
89 const Eigen::LLT<Derived>& cholesky) {
90 if (cholesky.info() != Eigen::Success
91 || !(cholesky.matrixLLT().diagonal().array() > 0.0).all())
92 domain_error(
function,
"Matrix",
" is not positive definite", name);
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
bool check_positive_size(const char *function, const char *name, const char *expr, const int size)
Return true if size is positive.
double value_of_rec(const fvar< T > &v)
Return the value of the specified variable.
const double CONSTRAINT_TOLERANCE
The tolerance for checking arithmetic bounds In rank and in simplexes.
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.
bool check_pos_definite(const char *function, const char *name, const Eigen::Matrix< T_y,-1,-1 > &y)
Return true if the specified square, symmetric matrix is positive definite.
bool check_symmetric(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified matrix is symmetric.