Stan Math Library  2.20.0
reverse mode automatic differentiation
Namespaces | Functions
hessian.hpp File Reference
#include <stan/math/fwd/core.hpp>
#include <stan/math/prim/mat/fun/Eigen.hpp>

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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...
 

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