Stan Math Library
4.9.0
Automatic Differentiation
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#include <stan/math/prim/functor/apply.hpp>
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/functor/idas_integrator.hpp>
#include <stan/math/rev/functor/dae_system.hpp>
#include <ostream>
#include <vector>
Go to the source code of this file.
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 T_yy , typename T_yp , typename... T_Args, require_all_eigen_col_vector_t< T_yy, T_yp > * = nullptr> | |
std::vector< Eigen::Matrix< stan::return_type_t< T_yy, T_yp, T_Args... >, -1, 1 > > | stan::math::dae_tol_impl (const char *func, const F &f, const T_yy &yy0, const T_yp &yp0, double t0, const std::vector< double > &ts, double rtol, double atol, int64_t max_num_steps, std::ostream *msgs, const T_Args &... args) |
Solve the DAE initial value problem f(t, y, y')=0, y(t0) = yy0, y'(t0)=yp0 at a set of times, { t1, t2, t3, ... } using IDAS. | |
template<typename F , typename T_yy , typename T_yp , typename... T_Args, require_all_eigen_col_vector_t< T_yy, T_yp > * = nullptr> | |
std::vector< Eigen::Matrix< stan::return_type_t< T_yy, T_yp, T_Args... >, -1, 1 > > | stan::math::dae_tol (const F &f, const T_yy &yy0, const T_yp &yp0, double t0, const std::vector< double > &ts, double rtol, double atol, int64_t max_num_steps, std::ostream *msgs, const T_Args &... args) |
Solve the DAE initial value problem f(t, y, y')=0, y(t0) = yy0, y'(t0)=yp0 at a set of times, { t1, t2, t3, ... } using IDAS. | |
template<typename F , typename T_yy , typename T_yp , typename... T_Args, require_all_eigen_col_vector_t< T_yy, T_yp > * = nullptr> | |
std::vector< Eigen::Matrix< stan::return_type_t< T_yy, T_yp, T_Args... >, -1, 1 > > | stan::math::dae (const F &f, const T_yy &yy0, const T_yp &yp0, double t0, const std::vector< double > &ts, std::ostream *msgs, const T_Args &... args) |
Solve the DAE initial value problem f(t, y, y')=0, y(t0) = yy0, y'(t0)=yp0 at a set of times, { t1, t2, t3, ... } using IDAS, assuming default controls (relative tol, absolute tol, max number of steps) = (1.e-10, 1.e-10, 1e8). | |