Stan Math Library  2.8.0
reverse mode automatic differentiation
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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 <vector>

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Namespaces

 stan
 
 stan::math
 Matrices and templated mathematical functions.
 

Functions

template<typename F >
void stan::math::hessian (const F &f, const Eigen::Matrix< double, Dynamic, 1 > &x, double &fx, Eigen::Matrix< double, Dynamic, 1 > &grad, Eigen::Matrix< double, Dynamic, Dynamic > &H)
 Calculate the value, the gradient, and the Hessian, of the specified function at the specified argument in O(N^2) time and O(N^2) space. More...
 
template<typename T , typename F >
void stan::math::hessian (const F &f, const Eigen::Matrix< T, Dynamic, 1 > &x, T &fx, Eigen::Matrix< T, Dynamic, 1 > &grad, Eigen::Matrix< T, Dynamic, Dynamic > &H)
 

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