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hessian_block_diag.hpp File Reference

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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 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.