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[WIP] initial implementation of sqrt_spd and inv_sqrt_spd #1145

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[WIP] initial implementation of sqrt_spd and inv_sqrt_spd #1145

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73bf8b3
initial implementation of sqrt_spd and inv_sqrt_spd
bgoodri Mar 7, 2019
f85bae9
Updated the input and output types of the sqrt_spd adj_jac_apply (Iss…
bbbales2 Mar 8, 2019
3f5807a
Merge commit '9d0acc533a2c8656e14bc5db4f4da72ee99cf699' into HEAD
yashikno Mar 8, 2019
5480a40
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot Mar 8, 2019
f89b6a5
fix order of headers
bgoodri Mar 8, 2019
ca80605
bump size of test up
bgoodri Mar 8, 2019
2fa0a27
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot Mar 8, 2019
2b1f2fe
add check for NaNs
bgoodri Mar 8, 2019
1751a76
more usage of adj_jac_apply()
bgoodri Mar 10, 2019
a6daa9e
Merge branch 'feature/matrix_sqrt' of https://github.com/stan-dev/mat…
bgoodri Mar 10, 2019
1adbee1
[Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta…
stan-buildbot Mar 10, 2019
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bump size of test up 
[CI skip]
  • Loading branch information
@bgoodri
bgoodri committed Mar 8, 2019
commit ca80605705f5d02db8bf3942419a800bf9b91301
9 changes: 4 additions & 5 deletions test/unit/math/rev/mat/fun/sqrt_spd_test.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -14,8 +14,8 @@ TEST(AgradRevMatrix, check_varis_on_stack) {

struct make_zero {
template <typename T>
Eigen::Matrix<T, Eigen::Dynamic, 1> operator()(
const Eigen::Matrix<T, Eigen::Dynamic, 1>& a) const {
Eigen::Matrix<T, Eigen::Dynamic, 1>
operator()(const Eigen::Matrix<T, Eigen::Dynamic, 1> &a) const {
typedef Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> matrix_t;
const int K = static_cast<int>(sqrt(a.rows()));
matrix_t A(K, K);
Expand All @@ -37,7 +37,7 @@ TEST(AgradRevMatrix, sqrt_spd) {
using stan::math::sqrt_spd;
using stan::math::vector_v;

int K = 2;
int K = 9;
matrix_d A(K, K);
A.setRandom();
A = A.transpose() * A;
Expand All @@ -53,7 +53,6 @@ TEST(AgradRevMatrix, sqrt_spd) {
EXPECT_NEAR(f_x(pos++), 0, TOL);
for (int i = 0; i < J.rows(); i++)
for (int j = 0; j < J.cols(); j++)
if (i != j)
EXPECT_NEAR(J(i, j), 0, TOL);
EXPECT_NEAR(J(i, j), 0, TOL);
EXPECT_TRUE(J.array().any());
}