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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>

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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...
 

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