hessian.hpp File Reference

#include <stan/math/fwd/core.hpp>
#include <stan/math/prim/fun/Eigen.hpp>

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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.

Functions
template<typename T , typename F >
void	stan::math::hessian (const F &f, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, T &fx, Eigen::Matrix< T, Eigen::Dynamic, 1 > &grad, Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &H)
	Calculate the value, the gradient, and the Hessian, of the specified function at the specified argument in time O(N^3) time and O(N^2) space.