diff()

template<typename F , typename Theta , typename Stream , typename... Args, require_eigen_vector_vt< std::is_arithmetic, Theta > * = nullptr>

auto stan::math::laplace_likelihood::internal::diff ( F &&  f, Theta &&  theta, const Eigen::Index  hessian_block_size, Stream *  msgs, Args &&...  args  )

inline

Computes theta gradient and negative block diagonal Hessian of f wrt theta and args...

Note

If Args contains var types then their adjoints will be calculated as a side effect.

Template Parameters

F	A functor with opertor()(Args&&...) returning a scalar
Theta	A class assignable to an Eigen vector type
Stream	Type of stream for messages.
Args	Type of variadic arguments.

Parameters

f	Log likelihood function.
theta	Latent Gaussian model.
hessian_block_size	If the Hessian of the log likelihood function w.r.t the latent Gaussian variable is block-diagonal, size of each block.
msgs	Stream for messages.
args	Variadic arguments for the likelihood function.

Definition at line 128 of file laplace_likelihood.hpp.