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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
4 #include <stan/math/prim/mat/fun/Eigen.hpp>
5 #include <stan/math/prim/mat/err/check_pos_definite.hpp>
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
stan::math::check_cov_matrix
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.
Definition: check_cov_matrix.hpp:32
stan::math::check_pos_definite
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.
Definition: check_pos_definite.hpp:38
Eigen.hpp
check_pos_definite.hpp

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