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Stan Math Library
2.20.0
reverse mode automatic differentiation
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#include <stan/math/rev/meta.hpp>
#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/prim/mat/fun/typedefs.hpp>
#include <stan/math/prim/mat/fun/cholesky_decompose.hpp>
#include <stan/math/rev/scal/fun/value_of_rec.hpp>
#include <stan/math/rev/scal/fun/value_of.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/prim/mat/fun/value_of_rec.hpp>
#include <stan/math/prim/mat/err/check_pos_definite.hpp>
#include <stan/math/prim/mat/err/check_square.hpp>
#include <stan/math/prim/mat/err/check_symmetric.hpp>
#include <stan/math/opencl/opencl.hpp>
#include <algorithm>
#include <vector>
Go to the source code of this file.
Classes | |
class | stan::math::cholesky_block |
class | stan::math::cholesky_scalar |
class | stan::math::cholesky_opencl |
Namespaces | |
stan | |
stan::math | |
Matrices and templated mathematical functions. | |
stan::math::internal | |
Functions | |
void | stan::math::internal::set_lower_tri_coeff_ref (Eigen::Matrix< var, -1, -1 > &L, vari **vari_ref) |
Set the lower right triangular of a var matrix given a set of vari**. More... | |
Eigen::Matrix< var, -1, -1 > | stan::math::cholesky_decompose (const Eigen::Matrix< var, -1, -1 > &A) |
Reverse mode specialization of cholesky decomposition. More... | |