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Stan Math Library
5.1.0
Automatic Differentiation
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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. | |
Functions | |
template<typename F , typename... Args> | |
Eigen::SparseMatrix< double > | stan::math::hessian_block_diag (F &&f, const Eigen::VectorXd &x, const Eigen::Index hessian_block_size, Args &&... args) |
Returns a block diagonal Hessian by computing the relevant directional derivatives and storing them in a matrix. | |