Stan Math Library  2.20.0
reverse mode automatic differentiation
check_ldlt_factor.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_ERR_CHECK_LDLT_FACTOR_HPP
2 #define STAN_MATH_PRIM_MAT_ERR_CHECK_LDLT_FACTOR_HPP
3 
8 #include <sstream>
9 #include <string>
10 
11 namespace stan {
12 namespace math {
13 
27 template <typename T, int R, int C>
28 inline void check_ldlt_factor(const char* function, const char* name,
30  if (!A.success()) {
31  std::ostringstream msg;
32  msg << "is not positive definite. last conditional variance is ";
33  std::string msg_str(msg.str());
34  T too_small = A.vectorD().tail(1)(0);
35  domain_error(function, name, too_small, msg_str.c_str(), ".");
36  }
37 }
38 
39 } // namespace math
40 } // namespace stan
41 #endif
void check_ldlt_factor(const char *function, const char *name, LDLT_factor< T, R, C > &A)
Raise domain error if the specified LDLT factor is invalid.
LDLT_factor is a thin wrapper on Eigen::LDLT to allow for reusing factorizations and efficient autodi...
Definition: LDLT_factor.hpp:63
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.
vector_t vectorD() const

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