Automatic Differentiation
 
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finite_diff_gradient.hpp File Reference

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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 >
void stan::math::finite_diff_gradient (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::VectorXd &grad_fx, double epsilon=1e-03)
 Calculate the value and the gradient of the specified function at the specified argument using finite difference.