1 #ifndef STAN_MATH_PRIM_MAT_ERR_CHECK_POS_DEFINITE_HPP
2 #define STAN_MATH_PRIM_MAT_ERR_CHECK_POS_DEFINITE_HPP
36 template <
typename T_y>
40 const Eigen::Matrix<T_y, Dynamic, Dynamic>& y) {
45 domain_error(
function, name, y,
"is not positive definite: ");
50 LDLT< Matrix<double, Dynamic, Dynamic> > cholesky
52 if (cholesky.info() != Eigen::Success
53 || !cholesky.isPositive()
54 || (cholesky.vectorD().array() <= 0.0).any())
55 domain_error(
function, name, y,
"is not positive definite:\n");
74 template <
typename Derived>
78 const Eigen::LDLT<Derived>& cholesky) {
79 if (cholesky.info() != Eigen::Success
80 || !cholesky.isPositive()
81 || !(cholesky.vectorD().array() > 0.0).all())
82 domain_error(
function,
"LDLT decomposition of",
" failed", name);
100 template <
typename Derived>
104 const Eigen::LLT<Derived>& cholesky) {
105 if (cholesky.info() != Eigen::Success
106 || !(cholesky.matrixLLT().diagonal().array() > 0.0).all())
107 domain_error(
function,
"Cholesky decomposition of",
" failed", 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.
bool check_symmetric(const char *function, const char *name, const Eigen::Matrix< T_y, Dynamic, Dynamic > &y)
Return true if the specified matrix is symmetric.
const double CONSTRAINT_TOLERANCE
The tolerance for checking arithmetic bounds In rank and in simplexes.
bool check_pos_definite(const char *function, const char *name, const Eigen::Matrix< T_y, Dynamic, Dynamic > &y)
Return true if the specified square, symmetric matrix is positive definite.
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.