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 /**
10 * Check if the specified matrix is a valid
11 * covariance matrix.
12 *
13 * A valid covariance matrix is a square, symmetric matrix that is
14 * positive definite.
15 *
16 * @tparam T Type of scalar.
17 *
18 * @param function Function name (for error messages)
19 * @param name Variable name (for error messages)
20 * @param y Matrix to test
21 *
22 * @throw <code>std::invalid_argument</code> if the matrix is not square
23 * or if the matrix is 0x0
24 * @throw <code>std::domain_error</code> if the matrix is not symmetric,
25 * if the matrix is not positive definite,
26 * or if any element of the matrix is nan
27 */
28 template <typename T_y>
check_cov_matrix(const char * function,const char * name,const Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic> & y)29 inline void check_cov_matrix(
30 const char* function, const char* name,
31 const Eigen::Matrix<T_y, Eigen::Dynamic, Eigen::Dynamic>& y) {
32 check_pos_definite(function, name, y);
33 }
34
35 } // namespace math
36 } // namespace stan
37 #endif
38