finite_diff_hessian_times_vector_auto.hpp File Reference

#include <stan/math/prim/fun/constants.hpp>
#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 <cmath>

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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.
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_times_vector_auto (const F &f, const Eigen::VectorXd &x, const Eigen::VectorXd &v, double &fx, Eigen::VectorXd &hvp)
	Calculate the value and the product of the Hessian and the specified vector of the specified function at the specified argument using central finite difference of gradients, automatically setting the stepsize between the function evaluations along a dimension.