check_corr_matrix.hpp

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#ifndef STAN__MATH__ERROR_HANDLING__MATRIX__CHECK_CORR_MATRIX_HPP
#define STAN__MATH__ERROR_HANDLING__MATRIX__CHECK_CORR_MATRIX_HPP

#include <sstream>

#include <stan/math/error_handling/dom_err.hpp>
#include <stan/math/error_handling/check_positive.hpp>
#include <stan/math/error_handling/matrix/check_pos_definite.hpp>
#include <stan/math/error_handling/matrix/check_symmetric.hpp>
#include <stan/math/error_handling/matrix/check_size_match.hpp>
#include <stan/math/error_handling/matrix/constraint_tolerance.hpp>
#include <stan/math/matrix/Eigen.hpp>
#include <stan/math/matrix/meta/index_type.hpp>


namespace stan {

  namespace math {

    // FIXME: update warnings
    template <typename T_y, typename T_result>
    inline bool check_corr_matrix(const char* function,
                                  const Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic>& y,
                                  const char* name,
                                  T_result* result) {
      using Eigen::Dynamic;
      using Eigen::Matrix;
      typedef typename index_type<Matrix<T_y,Dynamic,Dynamic> >::type size_t;

      stan::math::check_size_match(function, 
                                   y.rows(), "Rows of correlation matrix",
                                   y.cols(), "columns of correlation matrix",
                                   result);

      stan::math::check_positive(function, y.rows(), "rows", result);

      stan::math::check_symmetric(function, y, "y", result);
      
      for (size_t k = 0; k < y.rows(); ++k) {
        if (!(fabs(y(k,k) - 1.0) <= CONSTRAINT_TOLERANCE)) {
          std::ostringstream message;
          message << " is not a valid correlation matrix. " 
                  << name << "(" << stan::error_index::value + k 
                  << "," << stan::error_index::value + k 
                  << ") is %1%, but should be near 1.0";
          std::string msg(message.str());
          return dom_err(function,y(k,k),name,msg.c_str(),"",result);
        }
      }
      stan::math::check_pos_definite(function, y, "y", result);
      return true;
    }

  }
}
#endif