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Stan Math Library
2.11.0
reverse mode automatic differentiation
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#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::Matrix< double,-1, 1 > &x, double &fx, Eigen::Matrix< double,-1,-1 > &hess, std::vector< Eigen::Matrix< double,-1,-1 > > &grad_hess_fx, const 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... | |