Stan Math Library  2.11.0
reverse mode automatic differentiation
check_spsd_matrix.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_ERR_CHECK_SPSD_MATRIX_HPP
2 #define STAN_MATH_PRIM_MAT_ERR_CHECK_SPSD_MATRIX_HPP
3 
9 
10 namespace stan {
11  namespace math {
29  template <typename T_y>
30  inline bool
32  const char* function,
33  const char* name,
34  const Eigen::Matrix<T_y, Eigen::Dynamic, Eigen::Dynamic>& y
35  ) {
36  check_square(function, name, y);
37  check_positive_size(function, name, "rows()", y.rows());
38  check_symmetric(function, name, y);
39  check_pos_semidefinite(function, name, y);
40  return true;
41  }
42 
43  }
44 }
45 #endif
bool check_positive_size(const char *function, const char *name, const char *expr, const int size)
Return true if size is positive.
bool check_spsd_matrix(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified matrix is a square, symmetric, and positive semi-definite.
bool check_pos_semidefinite(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified 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.
bool check_square(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified matrix is square.

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