Automatic Differentiation
 
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finite_diff_gradient_auto.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 , typename VectorT , typename GradVectorT , typename ScalarT = return_type_t<VectorT>>
void stan::math::finite_diff_gradient_auto (const F &f, VectorT &&x, ScalarT &fx, GradVectorT &grad_fx)
 Calculate the value and the gradient of the specified function at the specified argument using finite difference.