Make wishart
and inv_wishart
functions check symmetry/positive definiteness on input
#2281
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Summary
This is a fix for #2279 . It makes it so that
wishart_lpdf
,wishart_log
,wishart_rng
,inv_wishart_lpdf
,inv_wishart_log
, andinv_wishart_rng
check that their matrix arguments are symmetric and positive definite.Tests
I added new positive definite tests to the prim tests. I also updated all the old tests so that only symmetric, positive definite inputs work
Release notes
Checklist
Math issue The wishart distributions are documented to only accept symmetric matrices but actually do accept asymmetric matrices #2279
Copyright holder: Columbia University
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- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)
the basic tests are passing
./runTests.py test/unit
)make test-headers
)make test-math-dependencies
)make doxygen
)make cpplint
)the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested