finite_diff_hessian_auto.hpp File Reference

#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/rev/functor.hpp>
#include <stan/math/prim/fun/finite_diff_stepsize.hpp>
#include <stdexcept>

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.
namespace	stan::math::internal
	A comparator that works for any container type that has the brackets operator.

Functions
template<typename F >
void	stan::math::internal::finite_diff_hessian_auto (const F &f, const Eigen::VectorXd &x, double &fx, Eigen::VectorXd &grad_fx, Eigen::MatrixXd &hess_fx)
	Calculate the value and the Hessian of the specified function at the specified argument using first-order finite difference of gradients, automatically setting the stepsize between the function evaluations along a dimension.