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Updates LLT to inplace decomposition per eigen 3.3 doc #549

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May 7, 2017
Merged

Updates LLT to inplace decomposition per eigen 3.3 doc #549

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5cf225f
Updates LLT to inplace decomposition per eigen 3.3 doc
rtrangucci May 4, 2017
9b449b7
Modified the function note, and added explicit Lower instantiation for
rtrangucci May 5, 2017
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Modified the function note, and added explicit Lower instantiation for 
LLT
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@rtrangucci
rtrangucci committed May 5, 2017
commit 9b449b7cd3be08f3acc1ef2610ee5a6a324c2062
6 changes: 3 additions & 3 deletions stan/math/rev/mat/fun/cholesky_decompose.hpp
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Expand Up @@ -230,8 +230,8 @@ namespace stan {
/**
* Reverse mode specialization of cholesky decomposition
*
* Internally calls llt rather than using cholesky_decompose in order to
* use selfadjointView<Lower> optimization.
* Internally calls Eigen::LLT rather than using
* stan::math::cholesky_decompose in order to use an inplace decomposition.
*
* Note chainable stack varis are created below in Matrix<var, -1, -1>
*
Expand All @@ -244,7 +244,7 @@ namespace stan {
check_symmetric("cholesky_decompose", "A", A);

Eigen::Matrix<double, -1, -1> L_A(value_of_rec(A));
Eigen::LLT<Eigen::Ref<Eigen::MatrixXd> > L_factor(L_A);
Eigen::LLT<Eigen::Ref<Eigen::MatrixXd>, Eigen::Lower> L_factor(L_A);
check_pos_definite("cholesky_decompose", "m", L_factor);

// Memory allocated in arena.
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