check_cov_matrix.hpp

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#ifndef STAN__MATH__ERROR_HANDLING__MATRIX__CHECK_COV_MATRIX_HPP
#define STAN__MATH__ERROR_HANDLING__MATRIX__CHECK_COV_MATRIX_HPP

#include <sstream>
#include <stan/math/matrix/Eigen.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>

namespace stan {
  namespace math {

    // FIXME: update warnings
    template <typename T_y, typename T_result>
    inline bool check_cov_matrix(const char* function,
                                 const Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic>& y,
                                 const char* name,
                                 T_result* result) {
      check_size_match(function, 
                       y.rows(), "Rows of covariance matrix",
                       y.cols(), "columns of covariance matrix",
                       result);
      check_positive(function, y.rows(), "rows", result);
      check_symmetric(function, y, name, result);
      check_pos_definite(function, y, name, result);
      return true;
    }

  }
}
#endif