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

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_grad_hessian (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::MatrixXd &hess, std::vector< Eigen::MatrixXd > &grad_hess_fx, double epsilon=1e-04)
 Calculate the value and the gradient of the hessian of the specified function at the specified argument using second-order autodiff and first-order finite difference. More...
 

     [ Stan Home Page ] © 2011–2018, Stan Development Team.