Stan Math Library  2.8.0
reverse mode automatic differentiation
 All Classes Namespaces Files Functions Variables Typedefs Enumerator Friends Macros Groups
check_spsd_matrix.hpp
Go to the documentation of this file.
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 {
12  using Eigen::Dynamic;
30  template <typename T_y>
31  inline bool
32  check_spsd_matrix(const char* function,
33  const char* name,
34  const Eigen::Matrix<T_y, Dynamic, Dynamic>& y) {
35  check_square(function, name, y);
36  check_positive_size(function, name, "rows()", y.rows());
37  check_symmetric(function, name, y);
38  check_pos_semidefinite(function, name, y);
39  return true;
40  }
41 
42  }
43 }
44 #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_pos_semidefinite(const char *function, const char *name, const Eigen::Matrix< T_y, Dynamic, 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, Dynamic, Dynamic > &y)
Return true if the specified matrix is symmetric.
bool check_spsd_matrix(const char *function, const char *name, const Eigen::Matrix< T_y, Dynamic, Dynamic > &y)
Return true if the specified matrix is a square, symmetric, and positive semi-definite.
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.

     [ Stan Home Page ] © 2011–2015, Stan Development Team.