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 bool check_pos_definite(const char* function,
const Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic>& y,
const char* name,
T_result* result) {
typedef
typename Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic>::size_type
size_type;
if (y.rows() == 1 && y(0,0) <= CONSTRAINT_TOLERANCE) {
std::ostringstream message;
message << name << " is not positive definite. "
<< name << "(0,0) is %1%.";
std::string msg(message.str());
return dom_err(function,y(0,0),name,msg.c_str(),"",result);
}
Eigen::LDLT< Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic> > cholesky
= y.ldlt();
if(cholesky.info() != Eigen::Success ||
cholesky.isNegative() ||
(cholesky.vectorD().array() <= CONSTRAINT_TOLERANCE).any()) {
std::ostringstream message;
message << name << " is not positive definite. "
<< name << "(0,0) is %1%.";
std::string msg(message.str());
return dom_err(function,y(0,0),name,msg.c_str(),"",result);
}
return true;
}
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);
}