Stan Math Library
2.6.3
probability, sampling & optimization
Main Page
Namespaces
Classes
Files
File List
File Members
All
Classes
Namespaces
Files
Functions
Variables
Typedefs
Enumerator
Friends
Macros
stan
math
mix
mat
functor
partial_derivative.hpp
Go to the documentation of this file.
1
#ifndef STAN_MATH_MIX_MAT_FUNCTOR_PARTIAL_DERIVATIVE_HPP
2
#define STAN_MATH_MIX_MAT_FUNCTOR_PARTIAL_DERIVATIVE_HPP
3
4
#include <
stan/math/fwd/core.hpp
>
5
#include <
stan/math/prim/mat/fun/Eigen.hpp
>
6
#include <
stan/math/rev/core.hpp
>
7
#include <vector>
8
9
namespace
stan {
10
11
namespace
math {
12
13
using
Eigen::Dynamic;
14
27
template
<
typename
T,
typename
F>
28
void
29
partial_derivative
(
const
F& f,
30
const
Eigen::Matrix<T, Dynamic, 1>& x,
31
int
n,
32
T& fx,
33
T& dfx_dxn) {
34
Eigen::Matrix<fvar<T>, Dynamic, 1> x_fvar(x.size());
35
for
(
int
i = 0; i < x.size(); ++i)
36
x_fvar(i) =
fvar<T>
(x(i), i == n);
37
fvar<T>
fx_fvar = f(x_fvar);
38
fx = fx_fvar.
val_
;
39
dfx_dxn = fx_fvar.
d_
;
40
}
41
42
}
// namespace math
43
}
// namespace stan
44
#endif
core.hpp
core.hpp
stan::math::fvar::d_
T d_
Definition:
fvar.hpp:15
stan::math::fvar::val_
T val_
Definition:
fvar.hpp:14
Eigen.hpp
stan::math::partial_derivative
void partial_derivative(const F &f, const Eigen::Matrix< T, Dynamic, 1 > &x, int n, T &fx, T &dfx_dxn)
Return the partial derivative of the specified multiivariate function at the specified argument...
Definition:
partial_derivative.hpp:29
stan::math::fvar
Definition:
fvar.hpp:13
[
Stan Home Page
]
© 2011–2015, Stan Development Team.