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Stan Math Library
2.20.0
reverse mode automatic differentiation
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#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/prim/mat/functor/finite_diff_gradient_auto.hpp>
#include <stan/math/prim/mat/functor/finite_diff_hessian_helper.hpp>
#include <stan/math/prim/scal/fun/finite_diff_stepsize.hpp>
Go to the source code of this file.
Namespaces | |
stan | |
stan::math | |
Matrices and templated mathematical functions. | |
Functions | |
template<typename F > | |
void | stan::math::finite_diff_hessian_auto (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::VectorXd &grad_fx, Eigen::MatrixXd &hess_fx) |
Calculate the value and the Hessian of the specified function at the specified argument using second-order finite difference, automatically setting the stepsize between the function evaluations along a dimension. More... | |