math/finite__diff__stepsize_8hpp_source.html

#ifndef STAN_MATH_PRIM_FUN_FINITE_DIFF_STEPSIZE_HPP

#define STAN_MATH_PRIM_FUN_FINITE_DIFF_STEPSIZE_HPP


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

#include <stan/math/prim/fun/fabs.hpp>

#include <cmath>


namespace stan {

namespace math {


inline double finite_diff_stepsize(double u) {

  using std::fabs;

  static const double cbrt_epsilon = std::cbrt(EPSILON);

  return cbrt_epsilon * std::fmax(1, fabs(u));

}


}  // namespace math

}  // namespace stan

#endif

constants.hpp

stan::math::EPSILON
static constexpr double EPSILON
Smallest positive value.
Definition constants.hpp:41

stan::math::finite_diff_stepsize
double finite_diff_stepsize(double u)
Return the stepsize for finite difference evaluations at the specified scalar.
Definition finite_diff_stepsize.hpp:21

stan::math::fabs
fvar< T > fabs(const fvar< T > &x)
Definition fabs.hpp:15

stan
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...
Definition fvar.hpp:9

fabs.hpp