Merge pull request #3199 from stan-dev/fix/3198-cholesky-decompose-templating

 Update templating inside cholesky_decompose

Author: WardBrian

stan/math/prim/fun/cholesky_decompose.hpp

@@ -28,15 +28,11 @@ namespace math {
  */
 template <typename EigMat, require_eigen_t<EigMat>* = nullptr,
           require_not_eigen_vt<is_var, EigMat>* = nullptr>
-inline Eigen::Matrix<value_type_t<EigMat>, EigMat::RowsAtCompileTime,
-                     EigMat::ColsAtCompileTime>
-cholesky_decompose(const EigMat& m) {
-  const eval_return_type_t<EigMat>& m_eval = m.eval();
+inline plain_type_t<EigMat> cholesky_decompose(const EigMat& m) {
+  auto&& m_eval = to_ref(m);
   check_symmetric("cholesky_decompose", "m", m_eval);
   check_not_nan("cholesky_decompose", "m", m_eval);
-  Eigen::LLT<Eigen::Matrix<value_type_t<EigMat>, EigMat::RowsAtCompileTime,
-                           EigMat::ColsAtCompileTime>>
-      llt = m_eval.llt();
+  Eigen::LLT<plain_type_t<EigMat>> llt = m_eval.llt();
   check_pos_definite("cholesky_decompose", "m", llt);
   return llt.matrixL();
 }

test/unit/math/prim/fun/cholesky_decompose_test.cpp

@@ -35,3 +35,18 @@ TEST(MathMatrixPrimMat, cholesky_decompose_exception) {
   EXPECT_THROW_MSG(stan::math::cholesky_decompose(m), std::domain_error,
                    "is not symmetric");
 }
+
+TEST(MathMatrixPrimMat, cholesky_decompose_expressions) {
+  // Test for https://github.com/stan-dev/math/issues/3198
+  stan::math::matrix_d A(2, 3);
+  A << 1, 2, 3, 4, 5, 6;
+
+  stan::math::vector_d L_u(3);
+  L_u << 1, 0, 0.5;
+
+  auto L = stan::math::cholesky_corr_constrain(L_u, 3);
+
+  EXPECT_NO_THROW(stan::math::cholesky_decompose(stan::math::multiply(
+      stan::math::multiply(A, stan::math::multiply_lower_tri_self_transpose(L)),
+      stan::math::transpose(A))));
+}