Automatic Differentiation
 
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stan::math::FixedPointADJac Struct Reference

Detailed Description

Calculate Jacobian Jxy(Jacobian of unknown x w.r.t.

the * param y) given the solution. Specifically, for

x - f(x, y) = 0

we have (Jpq = Jacobian matrix dq/dq)

Jxy - Jfx * Jxy = Jfy

therefore Jxy can be solved from system

(I - Jfx) * Jxy = Jfy

Jfx and Jfy are obtained through one AD evaluation of f w.r.t combined vector [x, y].

Definition at line 153 of file algebra_solver_fp.hpp.

#include <algebra_solver_fp.hpp>

Public Member Functions

template<typename F >
Eigen::Matrix< stan::math::var, -1, 1 > operator() (const Eigen::VectorXd &x, const Eigen::Matrix< stan::math::var, -1, 1 > &y, KinsolFixedPointEnv< F > &env)
 Calculate Jacobian Jxy.
 

The documentation for this struct was generated from the following file: