Stan Math Library
2.8.0
reverse mode automatic differentiation
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stan
math
mix
mat
functor
partial_derivative.hpp
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#ifndef STAN_MATH_MIX_MAT_FUNCTOR_PARTIAL_DERIVATIVE_HPP
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#define STAN_MATH_MIX_MAT_FUNCTOR_PARTIAL_DERIVATIVE_HPP
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#include <
stan/math/fwd/core.hpp
>
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#include <
stan/math/prim/mat/fun/Eigen.hpp
>
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#include <
stan/math/rev/core.hpp
>
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#include <vector>
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namespace
stan {
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namespace
math {
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using
Eigen::Dynamic;
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template
<
typename
T,
typename
F>
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void
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partial_derivative
(
const
F& f,
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const
Eigen::Matrix<T, Dynamic, 1>& x,
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int
n,
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T& fx,
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T& dfx_dxn) {
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Eigen::Matrix<fvar<T>, Dynamic, 1> x_fvar(x.size());
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for
(
int
i = 0; i < x.size(); ++i)
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x_fvar(i) =
fvar<T>
(x(i), i == n);
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fvar<T>
fx_fvar = f(x_fvar);
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fx = fx_fvar.
val_
;
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dfx_dxn = fx_fvar.
d_
;
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}
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}
// namespace math
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}
// namespace stan
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#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
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