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check_cov_matrix.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_ERR_CHECK_COV_MATRIX_HPP
2 #define STAN_MATH_PRIM_MAT_ERR_CHECK_COV_MATRIX_HPP
3 
6 
7 namespace stan {
8  namespace math {
9  using Eigen::Dynamic;
30  template <typename T_y>
31  inline bool
32  check_cov_matrix(const char* function,
33  const char* name,
34  const Eigen::Matrix<T_y, Dynamic, Dynamic>& y) {
35  check_pos_definite(function, name, y);
36  return true;
37  }
38 
39  }
40 }
41 #endif
bool check_cov_matrix(const char *function, const char *name, const Eigen::Matrix< T_y, Dynamic, Dynamic > &y)
Return true if the specified matrix is a valid covariance matrix.
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.

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