inline void check_pos_definite(const char* function, const char* name, const Eigen::LDLT<Derived>& cholesky) { if (cholesky.info() != Eigen::Success || !cholesky.isPositive() || !(cholesky.vectorD().array() > 0.0).all()) domain_error(function, "LDLT decomposition of", " failed", name); }
inline void check_pos_definite(const char* function, const char* name, const Eigen::Matrix<T_y, -1, -1>& y) { check_symmetric(function, name, y); check_positive_size(function, name, "rows", y.rows()); if (y.rows() == 1 && !(y(0, 0) > CONSTRAINT_TOLERANCE)) domain_error(function, name, "is not positive definite.", ""); Eigen::LDLT<Eigen::MatrixXd> cholesky = value_of_rec(y).ldlt(); if (cholesky.info() != Eigen::Success || !cholesky.isPositive() || (cholesky.vectorD().array() <= 0.0).any()) domain_error(function, name, "is not positive definite.", ""); check_not_nan(function, name, y); }