Stan Math Library  2.20.0
reverse mode automatic differentiation
Namespaces | Functions
finite_diff_gradient_auto.hpp File Reference
#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/prim/scal/fun/finite_diff_stepsize.hpp>
#include <cmath>
#include <limits>

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Namespaces

 stan
 
 stan::math
 Matrices and templated mathematical functions.
 

Functions

template<typename F >
void stan::math::finite_diff_gradient_auto (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::VectorXd &grad_fx)
 Calculate the value and the gradient of the specified function at the specified argument using finite difference. More...
 

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