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/matrix/Eigen.hpp>
#include <stan/math/error_handling/default_policy.hpp>
#include <stan/math/error_handling/raise_domain_error.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/constraint_tolerance.hpp>

namespace stan {
  namespace math {

    // FIXME: update warnings
    template <typename T_y, typename T_result, class Policy>
    inline bool check_corr_matrix(const char* function,
                  const Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic>& y,
                  const char* name,
                  T_result* result,
                  const Policy&) {
      if (!check_size_match(function, 
          y.rows(), "Rows of correlation matrix",
          y.cols(), "columns of correlation matrix",
          result, Policy())) 
        return false;
      if (!check_positive(function, y.rows(), "rows", result, Policy()))
        return false;
      if (!check_symmetric(function, y, "y", result, Policy()))
        return false;
      for (typename Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic>::size_type
             k = 0; k < y.rows(); ++k) {
        if (fabs(y(k,k) - 1.0) > CONSTRAINT_TOLERANCE) {
          std::ostringstream message;
          message << name << " is not a valid correlation matrix. " 
                  << name << "(" << k << "," << k 
                  << ") is %1%, but should be near 1.0";
          T_result tmp 
            = policies::raise_domain_error<T_y>(function,
                                                message.str().c_str(),
                                                y(k,k), Policy());
          if (result != 0)
            *result = tmp;
          return false;
        }
      }
      if (!check_pos_definite(function, y, "y", result, Policy()))
        return false;
      return true;
    }

    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) {
      return check_corr_matrix(function,y,name,result,default_policy());
    }

    template <typename T>
    inline bool check_corr_matrix(const char* function,
                  const Eigen::Matrix<T,Eigen::Dynamic,Eigen::Dynamic>& y,
                  const char* name,
                  T* result = 0) {
      return check_corr_matrix(function,y,name,result,default_policy());
    }

  }
}
#endif