Stan Math Library  2.20.0
reverse mode automatic differentiation
gradient_dot_vector.hpp
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1 #ifndef STAN_MATH_MIX_MAT_FUNCTOR_GRADIENT_DOT_VECTOR_HPP
2 #define STAN_MATH_MIX_MAT_FUNCTOR_GRADIENT_DOT_VECTOR_HPP
3 
4 #include <stan/math/fwd/core.hpp>
6 #include <stan/math/rev/core.hpp>
7 #include <vector>
8 
9 namespace stan {
10 namespace math {
11 
12 template <typename T1, typename T2, typename F>
13 void gradient_dot_vector(const F& f,
14  const Eigen::Matrix<T1, Eigen::Dynamic, 1>& x,
15  const Eigen::Matrix<T2, Eigen::Dynamic, 1>& v, T1& fx,
16  T1& grad_fx_dot_v) {
17  using Eigen::Matrix;
18  Matrix<fvar<T1>, Eigen::Dynamic, 1> x_fvar(x.size());
19  for (int i = 0; i < x.size(); ++i)
20  x_fvar(i) = fvar<T1>(x(i), v(i));
21  fvar<T1> fx_fvar = f(x_fvar);
22  fx = fx_fvar.val_;
23  grad_fx_dot_v = fx_fvar.d_;
24 }
25 
26 } // namespace math
27 } // namespace stan
28 #endif
T d_
The tangent (derivative) of this variable.
Definition: fvar.hpp:50
T val_
The value of this variable.
Definition: fvar.hpp:45
void gradient_dot_vector(const F &f, const Eigen::Matrix< T1, Eigen::Dynamic, 1 > &x, const Eigen::Matrix< T2, Eigen::Dynamic, 1 > &v, T1 &fx, T1 &grad_fx_dot_v)
This template class represents scalars used in forward-mode automatic differentiation, which consist of values and directional derivatives of the specified template type.
Definition: fvar.hpp:41

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