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Stan Math Library
2.11.0
reverse mode automatic differentiation
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#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... | |