![]() |
Stan Math Library
2.20.0
reverse mode automatic differentiation
|
Go to the source code of this file.
Namespaces | |
stan | |
stan::math | |
Matrices and templated mathematical functions. | |
Functions | |
template<typename T , typename F > | |
void | stan::math::hessian (const F &f, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, T &fx, Eigen::Matrix< T, Eigen::Dynamic, 1 > &grad, Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &H) |
Calculate the value, the gradient, and the Hessian, of the specified function at the specified argument in time O(N^3) time and O(N^2) space. More... | |