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check_cholesky_factor.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_ERR_CHECK_CHOLESKY_FACTOR_HPP
2 #define STAN_MATH_PRIM_MAT_ERR_CHECK_CHOLESKY_FACTOR_HPP
3
4 #include <stan/math/prim/mat/fun/Eigen.hpp>
5 #include <stan/math/prim/scal/err/check_positive.hpp>
6 #include <stan/math/prim/scal/err/check_less_or_equal.hpp>
7 #include <stan/math/prim/mat/err/check_lower_triangular.hpp>
8
9
10 namespace stan {
11 namespace math {
12 using Eigen::Dynamic;
34 template <typename T_y>
35 inline bool
36 check_cholesky_factor(const char* function,
37 const char* name,
38 const Eigen::Matrix<T_y, Dynamic, Dynamic>& y) {
39 check_less_or_equal(function, "columns and rows of Cholesky factor",
40 y.cols(), y.rows());
41 check_positive(function, "columns of Cholesky factor", y.cols());
42 check_lower_triangular(function, name, y);
43 for (int i = 0; i < y.cols(); ++i)
44 // FIXME: should report row
45 check_positive(function, name, y(i, i));
46 return true;
47 }
48
49 }
50 }
51 #endif
check_positive.hpp
check_lower_triangular.hpp
check_less_or_equal.hpp
stan::math::check_positive
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
Definition: check_positive.hpp:68
Eigen.hpp
stan::math::check_less_or_equal
bool check_less_or_equal(const char *function, const char *name, const T_y &y, const T_high &high)
Return true if y is less or equal to high.
Definition: check_less_or_equal.hpp:81
stan::math::check_lower_triangular
bool check_lower_triangular(const char *function, const char *name, const Eigen::Matrix< T_y, Dynamic, Dynamic > &y)
Return true if the specified matrix is lower triangular.
Definition: check_lower_triangular.hpp:35
stan::math::check_cholesky_factor
bool check_cholesky_factor(const char *function, const char *name, const Eigen::Matrix< T_y, Dynamic, Dynamic > &y)
Return true if the specified matrix is a valid Cholesky factor.
Definition: check_cholesky_factor.hpp:36

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