Automatic Differentiation
 
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algebra_solver_fp.hpp File Reference
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/rev/fun/value_of.hpp>
#include <stan/math/rev/functor/algebra_system.hpp>
#include <stan/math/rev/functor/kinsol_data.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/mdivide_left.hpp>
#include <stan/math/prim/fun/to_array_1d.hpp>
#include <stan/math/prim/fun/to_vector.hpp>
#include <stan/math/prim/fun/value_of.hpp>
#include <sundials/sundials_context.h>
#include <kinsol/kinsol.h>
#include <sunmatrix/sunmatrix_dense.h>
#include <sunlinsol/sunlinsol_dense.h>
#include <nvector/nvector_serial.h>
#include <algorithm>
#include <iostream>
#include <string>
#include <vector>

Go to the source code of this file.

Classes

struct  stan::math::KinsolFixedPointEnv< F >
 KINSOL algebraic system data holder that handles construction & destruction of SUNDIALS data, as well as auxiliary data that will be used for functor evaluation. More...
 
struct  stan::math::FixedPointADJac
 Calculate Jacobian Jxy(Jacobian of unknown x w.r.t. More...
 
struct  stan::math::FixedPointSolver< KinsolFixedPointEnv< F >, fp_jac_type >
 Specialization for fixed point solver when using KINSOL. More...
 

Namespaces

namespace  stan
 The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
 
namespace  stan::math
 Matrices and templated mathematical functions.
 

Functions

template<typename F , typename T1 , typename T2 , typename T_u , typename T_f >
Eigen::Matrix< T2, -1, 1 > stan::math::algebra_solver_fp (const F &f, const Eigen::Matrix< T1, -1, 1 > &x, const Eigen::Matrix< T2, -1, 1 > &y, const std::vector< double > &x_r, const std::vector< int > &x_i, const std::vector< T_u > &u_scale, const std::vector< T_f > &f_scale, std::ostream *msgs=nullptr, double f_tol=1e-8, int max_num_steps=200)
 Return a fixed pointer to the specified system of algebraic equations of form.