Summary

#3002 missed checking cholesky factor for the opencl version of multi_normal_cholesky_lpdf.

This PR adds in the check_cholesky_factor. This should now pass the CI tests.

Tests

No new tests. There is a current test in develop that fails when running with opencl.

Side Effects

None.

Release notes

Updating opencl multi_cholesky_normal_lpdf implementation to check that the input is a valid cholesky factor.

Checklist

• Copyright holder: Daniel Lee

  The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
  - 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

  • unit tests pass (to run, use: ./runTests.py test/unit)
  • header checks pass, (make test-headers)
  • dependencies checks pass, (make test-math-dependencies)
  • docs build, (make doxygen)
  • code passes the built in C++ standards checks (make cpplint)

• the code is written in idiomatic C++ and changes are documented in the doxygen

• the new changes are tested