Stan Math Library  2.12.0
reverse mode automatic differentiation
Namespaces | Functions
grad_hessian.hpp File Reference
#include <stan/math/fwd/core.hpp>
#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/rev/core.hpp>
#include <stdexcept>
#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::grad_hessian (const F &f, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &x, double &fx, Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &H, std::vector< Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > > &grad_H)
 Calculate the value, the Hessian, and the gradient of the Hessian of the specified function at the specified argument. More...
 

     [ Stan Home Page ] © 2011–2016, Stan Development Team.