Automatic Differentiation
 
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stan::math::FixedPointSolver< fp_env_type, fp_jac_type > Struct Template Reference

Detailed Description

template<typename fp_env_type, typename fp_jac_type>
struct stan::math::FixedPointSolver< fp_env_type, fp_jac_type >

Fixed point solver for problem of form.

x = F(x; theta)

with x as unknowns and theta parameters.

The solution for FP iteration doesn't involve derivatives but only data types.

Template Parameters
fp_env_typesolver environment setup that handles workspace & auxiliary data encapsulation & RAII, namely the work environment. Currently only support KINSOL's dense matrix.
fp_jac_typefunctor type for calculating the jacobian. Currently only support FixedPointADJac that obtain dense Jacobian through QR decomposition.

Definition at line 221 of file algebra_solver_fp.hpp.


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