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Stan Math Library
2.6.3
probability, sampling & optimization
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This object stores the actual (double typed) LDLT factorization of an Eigen::Matrix<var> along with pointers to its vari's which allow the *_ldlt functions to save memory. More...
#include <LDLT_alloc.hpp>
Public Member Functions | |
LDLT_alloc () | |
LDLT_alloc (const Eigen::Matrix< var, R, C > &A) | |
void | compute (const Eigen::Matrix< var, R, C > &A) |
Compute the LDLT factorization and store pointers to the vari's of the matrix entries to be used when chain() is called elsewhere. More... | |
double | log_abs_det () const |
Compute the log(abs(det(A))). This is just a convenience function. More... | |
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chainable_alloc () | |
virtual | ~chainable_alloc () |
Public Attributes | |
size_t | N_ |
Eigen::LDLT< Eigen::Matrix < double, R, C > > | _ldlt |
Eigen::Matrix< vari *, R, C > | _variA |
This object stores the actual (double typed) LDLT factorization of an Eigen::Matrix<var> along with pointers to its vari's which allow the *_ldlt functions to save memory.
It is derived from a chainable_alloc object so that it is allocated on the stack but does not have a chain() function called.
This class should only be instantiated as part of an LDLT_factor object and is only used in *_ldlt functions.
Definition at line 20 of file LDLT_alloc.hpp.
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inline |
Definition at line 22 of file LDLT_alloc.hpp.
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inlineexplicit |
Definition at line 23 of file LDLT_alloc.hpp.
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inline |
Compute the LDLT factorization and store pointers to the vari's of the matrix entries to be used when chain() is called elsewhere.
Definition at line 32 of file LDLT_alloc.hpp.
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inline |
Compute the log(abs(det(A))). This is just a convenience function.
Definition at line 49 of file LDLT_alloc.hpp.
Eigen::LDLT<Eigen::Matrix<double, R, C> > stan::math::LDLT_alloc< R, C >::_ldlt |
Definition at line 54 of file LDLT_alloc.hpp.
Eigen::Matrix<vari*, R, C> stan::math::LDLT_alloc< R, C >::_variA |
Definition at line 55 of file LDLT_alloc.hpp.
size_t stan::math::LDLT_alloc< R, C >::N_ |
Definition at line 53 of file LDLT_alloc.hpp.